The Romans had no such distinction. A slave was his master's personal property, period. Thralldom was a practice that originated in ancient German or Viking culture, and it spread through Europe when the barbarian kingdoms replaced the Roman Empire, AFAIK.
Getting back on topic, I think the definition of "born in the same culture" for thrall that Joerg proposes will fit Glorantha too. An Orlanthi thrall is not a free man but has some rights, and is regarded as part of the clan (or at least _property_ of the clan). The same goes for the Vendref in the Grazelands, although in this case masters and slaves are not of the same racial stock. Being enslaved by Praxians or Pentans is another story.
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