Let's start with the captive.
This only applies when the Kingdom of Israel is going to war. That has to be declared at the national level and has a particular legal status. As an individual I can't do "war", only "self-defense."
What's more, Rambam Laws of Kings and Their Wars Ch. 8 spells out that the Jewish soldier is allowed to be with the captive one time only, during the fog of war; after that, she is brought back and given the option to convert. If, after twelve months, she still refuses to convert, then she is released and expected to keep the same seven laws as any other non-Jewish woman. So if your girlfriend doesn't want to convert, this really doesn't help you.
Similarly with regards to the slave option -- let's not even get into the whole slavery-today mess. Rambam Laws of Prohibitions on Relations Ch. 13: to declare someone a slave requires their immersion in a mikvah with a beit din of three witnessing it; and after they are freed they need another immersion to mark their freedom, again with a beit din witnessing. I doubt you'd find a beit din willing to go along with this scheme, put mildly.
I seem to recall a halacha specifically against a single man having a female slave, to avoid rumors if nothing else; but don't have the source off-hand.