Seth Rollins goes to...
...CHAOS!
Since we've already begun with the first two members of the SHIELD, why not complete the whole set?
The great thing about the SHIELD as a faction was that each individual when brought together was able to mask the weaknesses of the other while allowing their strengths to flourish and add to the success of the group.
It is why at many points in their strong singles careers, each member of the SHIELD has been unable to capitalise and become top Superstars. The SHIELD as a faction was dynamite and has built three stars who can carry the company's future, but it also left them handicapped without one another.
If the SHIELD comes to New Japan, due to their differences, they will find themselves on different factions regardless of heel-face alignment. While the other three factions have found their perfect SHIELD member, CHAOS will go on the hunt for Seth Rollins.
Why?
Rollins might not have the strong style moves that CHAOS is known for, but he's got a mix of great wrestling moves, high flying theatrics and hard hitting impact shots that can hurt like hell (just ask the people he's sent to the injury list so far).
In his arrogant and slick best, Rollins would also embody the boss persona that makes CHAOS's leader Kazuchika Okada such a star. Even then, don't expect Rollins to last long at CHAOS as he'll be gunning for Okada's title and isn't averse to betraying those that trust him.