So in my most recent game, my character and his daughters were captured by a viking raid, and my character was sacrificed at a blot. My second eldest daughter inherited and was freed (which I don't understand, but it matters little) and I managed to ransom all of my younger sisters afterwards. Unfortunately, I was never able to do anything to save my older sister. I could not go to war in any way I understood because they were far away. I'm not sure if I was unable to do this because they were a vassal, but there really should be some way to free relatives made concubines against their will.