Mod that prompts sleep/masturbate on bed is Animated Prostitution.
For slavery set up: paradise halls, sexlab extension, and immerslave; that last one allows to set min hp to enslave characters, and min respect so they don't run away.
Defeat to capture or kidnap sleeping characters, i'll take the display model to tie them in chains or cages, Slave Den (lil house on the (Whiterun) prairie with secret living space and dungeon with 2 cages. Slave way manor is another option, near Morthal: a village-like, several small buildings with cages and such. I also recommend more devious quest, when you can order a collared slave different things: perform oral or handjobs, masturbate in front of people, etc. The 'slut points' it uses is not quite correct, but is still quite fun to use. Oh, and of course TDF prostitution; I set all gold and 'brawl quest' to 0, so you get the 'train prostitute' dialogue option, and you can have they yourself, or start a scene with another slave, plus you can offer them to people.