I really find this game inriguing and wanted to add a few more ideas, which I realize are more wishful thinking than anything. Anyways, one thing I agree on is that there should be more intricacy with the family history options. It makes you feel like these characters come from a vacuum when they really shouldn't. When you first start off with a new slave or freshly captured victim, instead of 'none' under the relations, it should be 'unknown' and as time passes on while you learn more about your captive they can fill in that information. In a way this could be a means to tell how far along you are coming with a character's loyalty or obedience in that they tell you their background. It could be some random autogenerated name or if you have the option turned on, allow you to fill in the name and give it a personal touch. Maybe under options you could create personal histories of characters that are saved among the character files and then find they get randomly entered into the people you encounter. Make 'bandit backgrounds' and 'slave victim' backgrounds seperate files so you don't write up some tragic slavery story only to find it in the profile of the bandit who was trying to cut your throat.
I know not everyone wants to breed their harems but for those that do, why not make it more personable. The current nursery option is okay but what if you have the option instead to keep the baby around for the slave/concubine to raise rather then have it sent to another dimension? Leave that option available so you can have some children come back quickly to work or let the baby stay but have that be selectable and if you don't have this facility then the child has to be given away which could also impose a penalty as this may be emotionally hurtful to the mother. Bonuses to raising the babies could be a longer lactation period for the mother, a higher happiness/obedience/loyalty/affection gain rate, maybe even gradually help to raise stats like Wit. The drawbacks could be reduced job options (no you're not taking junior out to patrol the city streets) higher stress gain rate, random reduced energy return rate next day since they had to care for their baby and the baby was fussier or kept them up all night. These are drawbacks that can be mitigated with equipment and spells but at first they can be a real pain until you have them. Also, the baby would not count as a resident in the manor since they would be technically sleeping with the mother. Heck, you could even add in a way to bonus up some of the mother's affection by offering to take the baby off her hands at night or for a day at a cost of energy. Sort of give her the 'family' treatment. Also have another facility be the child care center, where you can keep babies cared for (at a cost of gold) so the mother can go work without the stress penalties and all job options returned. Heck, it may not even be necessary if said mother works jobs that aren't dangerous (like maid or jail keeper). Have certain milestones happen where the mother interacts with your character to proudly demonstrate how far along your child has come. These could build up the relationship with the characters, especially if more than one slave is helping along, or their friends and they do things together.
Another thing I wanted to see was once your children grow up, be it via the quick raise nursery option or you chose to keep them and played 'long enough' (hard to say how long that would be) they grow up and now you want to marry them off. You know, instead of incest them which is a lot easier (if you're into that). You could have quests to find them a suitable mate or just buy one and set them up or during one of those struggles against bandits or whoever you're fighting, after the battle you get the option to select one of the captives for a 'suitor' position. Say you have a son from one of your concubines and you want to find him a hot wife. So you go out and capture him one, just like his mom likely was. (okay now I'm getting a funny image of your character and the child's mother remarking 'oh isn't that sweet, just like how we met') Or find a good looking guy for your daughter, whatever. Then manage their relationship until they start having children and now you see 'grandchildren' under your character's family tree. The possibilities are endless.
Yeah, I know, at this rate its going to be more a child rearing sim than a slave management sim. I just figure this would be an option to be explored if the player chooses or they can just do the previous options already laid out. I know I was trying to raise a huge family and room quickly ran out to the point I had to start releasing both mothers and children. Many of which I had grown quite attached to just so I could bring aboard the newly captured unique races.
One other thing I thought about, similar to that wedding ring idea, is what if you could marry one of your slaves? Have the affection high enough, remove the slave brand, and then propose. This character would then get special bonuses and even have a position or luxury level above all others making it possible to be a highly coveted spot. Heck, what if you have so many slaves with high enough affection and knowledge of this that they begin arguing over who gets to be the 'first wife'? Just another challenging angle to approach. For those who can't be first wife they can receive a special 'bond' token which means you pretty much agree to sign her on and keep her forever.
Anyways, just some ideas to this game which, for all its lewdness really does have a fascinating working system to it.