Question

they found......in great difficulties (insert possessive or 'self' form)

Answer 1

i think answer is themselves

Answer 2

They found themselves in great difficulties.

Possessive or 'self' form:

• Pronouns are words used instead of nouns.
• Pronouns that end in self or selves are known as reflexive pronouns.
• Self is chosen if the pronoun is singular and selves are added if the pronoun is plural.  
• They are also known as self pronouns or compound pronouns.
• The self form of they, is themselves.
• Themselves is the possessive form of the pronoun them.
• Hence the correct answer is: They found themselves in great difficulties.