I don't honestly know Braum's origin. I actually just started playing LoL again today, and Braum was free to play so I used him. That's literally the only reason I recognized him.
Xander, slight alteration to your backstory: Ironthorn at large was occupied by the Empire to make use of its vast mineral wealth. Helmfirth got in the way, and so they were subjugated by the invading force. The taking of slaves is actually not performed by the Legion itself, but by companies who basically follow the army. A town or civilization that surrenders to Anaxan rule and pays their taxes are pretty safe(Pax Anaxa, you might say). But Helmfirth resisted, and battle ensued. Fleeing civilians(possibly Alexander, carried away by his caretaker) were picked off by the slavers.
Let me know if you find that acceptable, we can work on it otherwise.