The first thing that you are aware of as you begin to wake is your massive headache. It reminds you of what you felt like after drinking way too much. But you don't remember drinking any alcohol at all during the trip.
The trip. The merchants! You open your eyes to see if your employees are around, only to learn that things have gone very, very bad. You are naked except for a collar, which is tied to a thick post in the ground, in some kind of primitive camp. There is no sign of the merchants' wagons.
What happened? The last thing you remember is eating dinner with the merchants. They were being lewd jerks, like they had for the whole trip, but at least they were feeding you, unlike some jobs like this you'd done in the past.
"Ah, looks like our new pet is awake," a raspy, feminine voice says behind you. Turning, you realize just how screwed you are at the moment when you see a pair of goblins standing outside a nearby tent.
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