I have several ideas for a Touhou x Highlander story for awhile now:
1. Mokou met and befriended a Highlander immortal who tried to show her the positive side of immortality, help her find another purpose than revenge, and take her travelling around the earth, meeting new people, cultures, and even fair folks/ supernatural beings.
2. an immortal met several of the Touhou characters long before the formation of Great Hakurei Barrier and met with them again in the present day Gensokyo. An instance of the previous meeting is that immortal, who have the ability to copy the power of youkai and other supernatural beings*, worked in the SDM and bring up Remilia and Flandre to maturity in both character and powers.
In the present day, that immortal also befriend Marisa and Reimu and acted as a go between and PR for the Hakurei Shrine to the human village. This ensures that Reimu's donation box is filled and that the villagers know about Reimu's real exploits.
*that power was hinted at in the first Highlander movie in which Ramirez told Connor to feel the heartbeat of a stag, causing Connor to gain the speed and stamina of the stag.
4. An immortal in Gensokyo who is interested to learn from the various youkai communities exchanges tales, life stories and general conversation with the sages of each community.
5. Somehow the immortals got news of the existence of Gensokyo, the Hourai Elixir, and the person rumored to be able to make it. Excited by the prospect of absolute immortality they gathered in Gensokyo and play The Game there while trying to have an elixir made for them. How does Reimu and the others solve this incident of beheadings and small scale fire/ lightning storms?
Or The Gathering was caused by Suika who, for whatever reason, used her power to gather the immortals in Gensokyo.
Another idea is a Strike Witches x Touhou in which a Neuroi Hive appeared above Gensokyo without the witches. Since Gensokyo's policy is to accept everything and everyone, using powers to completely destroy/remove the Neuroi is out of the question. Reimu and friends need to find a way to stop the Neuroi from taking over Gensokyo, understand and communicate with them and finally befriend them, just like with the perpetrators of past incidents.