You don’t need magic or any other fantasy element; standard coercion techniques will work just fine. The slaves have families. The master keeps their families under his control, and warns the slaves that those families will suffer if the slaves do not return.

Some IRL solutions. Every slave can run away. And every slave will be hunted, dragged back to his master, tortured publicly in front of other slaves and then killed. With a reminder that everyone who will try to run will face the same consequences. Dying a gruesome death is worse than living a bad life.

Extra if the slave have new "slave family", usually forced by slave masters (to have free new slaves) that can be held hostage.

Magic solution - not a single slave is given a task to do on their own without an overseer. And slave is marked with a "slave" insignia that can be bounded with a bracelet that overseer wear. On that bracelet you can see each slave "mark" if it's not touched by bearer after head counting the magic will kill the slave. Also the bracelet has build in recognition if the bearer is alive and is it really the one who should be touching the marks.

For much of history slavery was often better than the alternative.

Keep in mind slavery for much of history was not the slavery we think of when we hear the word, the line between slave and serf got pretty gray. Slaves often had rights or protections and usually had the possibility to become free with full legal rights. Slavery was often a temporary situation often a way to pay of a debt, even when it was not it was far better than the alternative. A slave who runs away is a criminal thus an outcast without any legal protections, with no land, property, or money, with no ability to feed themselves, an outcast might not even be able to buy things even if they had money. Just being a outcast can get you killed for most of human history. You are easy prey for bandits, even normal people were allowed to rob or murder you with no repercussions, you had no land or porperty, and you will tend to starve in the winter/dry season.

A high value slave on the other hand would often live much better than the average free man. They could earn money, own property, gain status and influence, even buy their freedom. Alternatively in rome for instance a runaway slave would be executed or branded thus becoming the lowest form of slave labor often miners or other such dangerous and deadly works were their lives would be short and brutal. The sad truth is for much of history being a slave was better than being an outcast or criminal. People without the protection of society did not live very long, better to be a temporary slave than a permanent corpse.

They comply and even return because, to their knowledge, their master is the only person that has the antidote to the disease that forces them to obey. They may see the disease as a curse, but in practice it could be a distant relative of a cross between the zombie ant fungus [1] and the rabies virus [2].

This disease acts on the neural system of the hosts and makes them susceptible to execute orders given during the early stages of the infection. After a certain short amount of time, the host becomes immune to following other orders, and will not be able to conceive the idea of disregarding the initial commands. As the disease progresses the hosts begin to show signs of degradation of mental faculties, which could also be accompanied by fits of excruciating pain, short bursts of fever, and other temporarily debilitating symptoms. After a long enough period, they turn into mindless zombies, unless the antidote is provided, which completely clears the disease and its effects.

The master is a regular user of the antidote, hence the immunity.
Also, if the slave turns into a zombie, the infection could become contagious, with added flare for a pandemic twist.

Some sort of magical addiction?

Slaves spending too long away from their master get ill - perhaps they need to periodically take a special potion that the master charges with their own magic. For a long-distance mission, the master can provide a small supply of the potion - enough to get there and back - but without the Master's magic they can't make more. A potion made by anyone else would also not alleviate the symptoms.

Transferring a Slave from one Master to another would then involve "resetting" the Slavery Curse to register the new Master's magic instead of the old one, but can only be done by the heads of the local Slave Auction Houses.

(This would also mean that Slaves could act as an insurance against Imposters attempting to usurp someone's position via transformation or disguise magic - giving a non-Evil reason why some of your rich/powerful "Good Guys" would keep well-treated Slaves as a Seneschal or something. For the child of a lowly farm-worker, such a position could actually mean they move up the social scale by becoming a Slave.)

(There may be rumours of other people able to break or retarget the curse, that runaway Slaves try to find - but many of those trails lead back to Bounty Hunters making a living by capturing and returning escaped Slaves...)

Perhaps the problem could be solved from a law-enforcement perspective if your country has good policing and the slaves are clearly (and irreversibly) marked.

The order to the slaves might be communicated to the local authority together with the slave's IDs and some payment for administrative costs, and once the slaves leave they are free to roam. Should they be spotted by government officers, they could be checked with the list off current slaves in action, and the master notified of their location and condition.

Should the master notify the authorities that they should return, they will be captured and returned to the master.

Should they be found outside of their assigned region, they will be taken into custody and the mater will be notified.

This could add some tension to your story, just by the fact that there is that slim change that they might escape, if they're smart and nimble enough.

You could also add some close encounters and such to build up moments of tension in a classic "we are hunted" style.

It is a highly flexible solution and could also provide more opportunities to share the intricacies of your world, by allowing the slaves to wander a little more and get caught up in the travel, rather than being mind-controlled from point A to point B.

I hope this answer may bring you some inspiration.

Lies

The master feeds slaves a steady diet of lies throughout the time that they are with him. The lies convince the slaves that all authorities are awful, that nobody is to be trusted, that the objects of freedom are insidiously bad, and that other slaves who left before suffer. They may believe that outsiders are inferior or dangerous, or even perhaps that outsiders aren't real people.

This is made easier if the master's household has some key difference from the rest of the country; perhaps all food is prepared raw, or everybody speaks with an distinct dialect.

Stockholm Syndrome

Stockholm Syndrome is what it's called when the oppressed feel strongly loyal to their oppressors. It could be cultivated by developing a co-dependent relationship directly with slaves, in which slaves feel emotionally tied to the master, i.e. they would fear that their absence would result in the master's harm...

...or it could be cultivated by abuse, in which the master harms the slaves and convinces them that it's their fault. The slave who believes this will find it morally fraught to go somewhere where he isn't getting his proper punishment.

Magic is allowed? Then it's easy: The Master places a curse on the slave. It will trigger after X hours and get stronger over time. The curse overrides all other wishes the slave might have. Until eventually the only "goal" the slave wants to achieve is getting home to his master. In its final form this will override all other desires, eating, sleeping, drinking. So if the slave does not get back to satisfy the curse's wish, he will die a cruel self-inflicted death, e.g. by walking through the desert without enough water.

This has the benefit over an addiction that it cannot be satisfied elsewhere and that the drug does not need to be supplied beforehand and afterwards.

For this answer I'm assuming this master is either a wizard or has mage under him (powerful enough to do what I'm about to propose).

To ensure the compliance of the slaves in such a situation, the master steals something of value from them. This something, however, is not a trinket or a loved one, but something ephemeral, intangible.

Suppose you could steal laughter or joy. Imagine not being able to sleep or dream of better days. Just think of someone that can rob you of love (the actual emotion) you have for your soon to be wife (whom is also one of the master's slaves).

I don't know about you, but if someone stole my ability to perceive humor or to have hope, I would cover great lengths to get it back.

Magical Solutions:

- The master has the heart (soul) of the slave and can torcher or even kill the slave with this. This isn't really supported by a structural magic system (with elements), but by an skill system (someone just has the skill to do so)

- The magic language binds someone to the vows done in this language, like in The Inheritance Cycle

What about branding? It doesn't require magic, and that way they'll be recognized as slaves by citizens and authority figures can figures. Those people can figure out who owns those slaves and turn them in for a reward.

The master would give the slaves written permission to go out to complete a task which will prevent anyone from falsely accusing them of desertion. The branding will add an extra challenge to players insistent on escaping slavery by hiding the brand or rebranding themselves.

Non-Magic

• 
  Coercion: The slaves might have a family. The master can use the family as a coercive tool. If they don't return, their families die / get tortured forever.


• 
  Power: The slaves know that their master is really powerful. Even running away the master will find them, capture them... and make them regret. The master has a lot of man and allies to accomplish its task.

Magic

Allowing magic makes everything really easy.

• If you think of running away or do it: you are punished.


• If you don't come back / accomplish the task in X days: you are punished.

Punishment can be something like asphyxia until regret, cardiac arrest, dead, constant pain that increases over time, sickness, loose of memories (family and childhood), emotions (love, happiness, joy), abilities (see, hear, walk, feel pleasure or joy, eat, sleep).

Magic:

Remove the heart of the slave and keep it on a jar. Heart is preserved and still running, as long as the body also does.

If they do not return or behalve in a way that you don't like --> destroy the heart and the slave dies.

If something happens and the slave dies for other reasons --> you will instantly know.

BONUS IDEA 1: the slaves do not know this until some of them die abruptly.

BONUS IDEA 2: Master can detect when the heart is stopped or working hard, and act on consequence --> shock after a hearth attack, etc

Similar to John's answer. Suppose the person is clearly marked as a probably slave (for example, skin color). Even if they aren't a slave, they are liable to be kidnapped and sold into slavery by unscrupulous persons. Their master, however, is a good master and treats them more as employees than slaves; i.e. they are slaves primarily in name only. If they escape, they are liable to be sold somewhere else, while if they show they are a slave, they are protected by their master; in addition, they are able to stay with their loved ones in reasonable safety.

As an example, Joe Slaveholder sends his slave on a job.

A) John Slave can run away and perhaps be captured by Jonas Slavetrader and sold somewhere else, or brought back and risk being sold by Joe.

B) John Slave can do is mission under his owner's protection (if he is mistreated, his owner can use his authority to deal with it), and come back to his family with perhaps even more trust and freedom than before for being trustworthy.

C) Any variation between A and B; likely results in lost trust and freedom.