What do you do when you have a grab on the ground, but nana is standing on the platform above you? Also, it doesn't happen very often, but what should I do to prevent it from happening more?
I'm assuming you mean like in YS, PS, or FoD where Nana is not level with Popo.
Well you could just do a grab attack and hold down can't you? (I haven't tested this so...)
As for "what if the opponent is at low percentages?
I suppose you could try a daring u-throw to Nana-grab... which would be bloody amazing but umm normally if that happens to me I d-throw and play SoPo for a sec (n-air/f-air follow-up)
As far as prevention goes... It normally doesn't happen and thus is not expected. From the way I see it, grabbing someone and having Nana on an upper platform is way to rare to consider a counter for it. Besides if you take a look at Chu, Wobbles, or whichever pro IC you will notice that they're moving and wavedashing quite a bit, thereby lowering the chances of something like that.
But that's just my input.... I suppose.