First thing I thought of here as this: what kind of game play does being a captive or a slave present to the player? Is it fun game play? Is it meaningfully distinct from non-captive game play? What is the purpose of it? To escape? To be a mindless drone? Is it a fail state? These are just some of the questions I'd want to see answered were the decision mine.
In many games I've seen this kind of thing in, being a captive serves only as a narrative branch kick-off: the immediately clear objective is to escape in an exciting way (either by straight up combat or stealth, typically both). It's a stop-gap, something to jazz up the experience. It sounds like you want it to be a dynamic element in your game, so you need to consider how frequently it may happen and how repetitive that experience may be. Is it going to be fun to be repeatedly captured if your game state otherwise makes it very hard to NOT be captured; e.g. your resources are all very near a powerful enemy tribe and all they want to do is capture you.
There's another thing that needs be considered here: slavery as a topic can be a sensitive one so it needs to be handled in the game with respect; there's a LOT of background research to do here and not just on the historicity of slavery in the world. How will the slavery be presented? It may result in being a social commentary whether you intend for it to or not, so think very carefully on that before you incorporate it into your game.
++ EDIT. make sit = makes it t++