the Jester
Legend
I'm a huge fan of the crawling apocalypse (from Sandstorm).
The "caravan of slavers" thing may have merits. (Aside from the lack of "blazing sunlight" in our ever-overcast world, that is.)
Now, trying to take and hold high-level casters is always a problem. The thing that makes them valuable is also the thing that makes it impossible to hold them. So while the idea makes good drama, it doesn't work very practically within the rules.
The game world is set up as being similar to the real world, circa the year 500 a.d. In this world, slavery is relatively common and quite legal, so a band of slave traders wouldn't have to hide who or what they are. Encountering a troupe transporting Nubians from the southern regions to Egypt would make a for a very tense situation, since it would grate horribly on the players' sensibilities, yet be perfectly legal and above board in the game setting. It's quite possible to be a Lawful Good slave trader in this world. Weird, isn't it?
The final risk for the player characters in a scene like this is far more direct, though somewhat paradoxical: Higher level spell casters are in high demand by various military factions. The ongoing conflicts that are tearing the Roman Empire apart make them very valuable, as well as making them high profile targets. It's hard to force a high level caster into service though. So how would you go about that?
How about some "spice traders" who also trade in addictive drugs?
Also note that, in the region they're heading into, there's a solid drive for troops to go against Egypt, which is allied with Rome. The party are all Roman subjects or allies, and have worked for the Empire. That more or less makes them enemy agents in these parts, whether they intend to act as such or not. If they reveal who they are they could be buying trouble of another flavor as well.
So lots of people-problems to be had.