I think that this was an excellent start to the story, with a few reservations.
The capitalization of every word, and the font, kinda works in dialogue, as it implies that the characters are really speaking a different language, which has been translated with some of its quirks left intact. But that doesn't work when the same technique is used for non-dialogue storytelling and interior dialogue. I'd leave it for the spoken dialogue and drop it for everything else.
Unlike many here, I very much like the more sophisticated storytelling that uses flashbacks and fantasy thoughts. Sequential storytelling is so boring. This style has action, then reflection, then action. Much more satisfying. But I'd drop the idea that the protagonist was captured in the past. Have the slave bits be fantasy/hypothesizing/prediction, whatever, because it fits better with the start of the story that has the protagonist going to town with her mother.
The bit where the protagonist wants the rope to swim the river doesn't make any sense. Why weigh yourself down with rope when the crossing is already supposed to be deadly? Maybe make the object needed from the cabin in the woods a wine bladder that the protagonist empties and inflates as a flotation device, and has to abandon crossing the river because it slows her down too much.
My nits are all pretty much nits, though. The one serious objection I have is that the clothing of the protagonist presents a huge continuity error. She's in the chosen clothing until she starts to run, and then is in a cloak with nothing on it underneath. Huh? What happened to her clothing, and where did she get the cloak? That kinda breaks suspension of disbelief entirely.
So, bravo to andromax for telling the story non-sequentially, and please fix the continuity errors. Do what you like with the fonts and capitalization, because they don't matter much. Make the sex slave bits fantasy rather than recollection, because that fits the story better. But MOST IMPORTANTLY, keep to your own vision and tell us more. It's more important that you stay excited about telling this story than it is that I stay excited about reading it.