Okay, that definitely helps.
Do you already know who the anchor is? And how long is the loop?
From the title i assume GoT is the main universe you are in, right?
The anchor should be someone that actually makes a good progression in the story. Or, but this would require really good writing, a strategic mastermind.
My top three as anchor would be Jamy Lannister, Gergor Clegan (The Hound), or Viserys Targaryen. Depending on whether you want a good, neutral, or evil character.
I personally would prefer Viserys Targaryen, who, after his death, returns in the loop to the point before he sells his sister to Drogo. He then proceeds to gain more influence with the Dothraky. And then they start to conquer Westeros. But when it seems like he would gain the iron throne in a few loops, things change. He doesn't realize it immediately but other people become "awake". Seemingly unimportant people at first, like hodor, Podrick or Bronn. But when one of Ned Stark's children awakes, things change massively in the story.
It would be an eternal and ever-changing game of chess afterwards.Viserys only slightly has the advantage because he was the first to get into the loop, and had a few years of trial and error to improve his decision-making and getting his insanity under control.
Also do you know to which point of time they return after a loop? It changes so much.
And from the fandoms you listed i assume the loopers can interact with loopers from HP and Naruto right? Can they travel to another world or just talk and learn from them? Will Cercei be able to kill the dragons with a death curse from HP? Will John Snow charge into the northmen with shadow clone jutsu?