For captivity content you Succubus build is the best for obvious reasons, but before you will let the poor Lona to go through this at least let her see the world, get some lvl, stats and personality which will allow to coop with this without going insane. Some bastards that capture Lona are more cruel than others, cruelty also depends on specific place if there are too many goblins for too few girls as in some goblin nests.