>Sandbox may be easier
The fact that the main quest is already finished in sandbox would make it a lot easier :)
The no slaves route would be incredibly hard, I'm gonna try it. Without slaves, you'd have to earn gold through battles, there would be no self improving lab modifications and with only your enemies as a source of mana using magic to attack becomes risky.
(After the main story is finished, you could then start capturing slaves and building up your mansion. Suddenly the endgame content is huge hahaa)