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Yes, the difference between "slave" and "thrall" is thin; both are bereft of their freedom. Hence the possible PIE word for "slave" = *H3erbhos , i.e. "bereft (of freedom"). In modern parlance, "slave" rather refers to a group of population especially enslaved / or someone submitted moreover to humiliating treatments. 

Hadn't there been the connection with the Slavic slaves, the West European languages would have kept their older words for that sad concept : "thrall" in English, and "serf" in French, itself from Latin "servus" = "slave". 
The possible IE etymology of the Latin word is frightening : *soru = booty, and the well-known verbal family still found in Fr. "conserver" = "to keep", etc; implying that the slaves were the "not-killed ones"... :-(