Sorry if the question was already ask, I search on the recherch tool and find nothing...

When a hero is grapple by a naga, what happen if an other hero pass by the same space where the hero is grapple?

The movement is illegal or he is not grapple?

According to the Gathered List of Answered Questions ...

Q. Can a friendly figure move through a space occupied by another friendly figure that is currently being grappled?
A. Yes. Grapple can only hold one figure per space

What happens if a figure with Fly or the Acrobat skill is grappled while on a rubble space?

Parathion said:

I'd say that qualifies for the "what to do if a figure ends in an illegal position" rule, like an acrobat getting hit by paralyzing gas after opening a door while standing on a monster's space. The OL (IIRC) moves the figure to the nearest legal space of his choice. If that space is covered by grapple, the figure gets grappled, otherwise not.

Unless, of course, there's another rule I'm forgetting that says figures can't be grappled on top of obstacles. There's a lot of little "what ifs" to deal with in this game.

I'm not aware of any specific ruling for it. The two options I see would be to treat it as ending movement in an illegal position, as Steve-O said, or to treat it like moving through another figure, meaning that you can't be grappled in that space.