Re: Kaneez/Bandi
I don't know which ibne Ziyadh you are referring to. If it is the one who Shias believe to be involved in the karbala incident then I don't know much about him.
as for whether sexual relations with female slaves were in existence/allowed, yes.
Here is some explanation. PreIslamic history shows, slave women/girls were common just like slave men. Their status was lower than that of animals in many cases. Their male owners had sex with them at will and bore children from them who in turn in some cases were treated as slaves.
Islam brought their emancipation through a gradual introduction of privilages and rights for them and making their freedom a source for expiation of sins and compensation (kaffarah).
Just like the prohibitions of other things, the condemnations for slavery came slowly to allow for enough faith and reliance on Allah SWT to develop before the act is completely renounced.
So yes, the "bandi" or slave woman/girl was in wedlock without a nikaah. This was the state of affairs that human beings were engaged in then. (side note: In a way pimps still keep their prostitutes in a state of slavery even today - although not legally) Wedlock here meaning she was in a sexual contract with her owner along with the services she provided.
The Quran refers to them as "those whom your right hand possesses". Gradually as their (all slaves) rights were increased, there came a point when it was being realized that it was almost certain for them to be entitled for inheritance as well. Earlier to this, islam gave them the chance to free them selves with ransom from the money they earned and that the children born from them were not slaves. The justice of Islam and humanity that it brought through the incredible compassion of Rasul Allah SWT for all creation (Rehmatal Lil aalameen) showed people that not enslaving people was what Allah SWT loved and was what would bring them closer to Allah. Rasul Allah SAW showed by example. He adopted Zaid ibn Haritha who was brought to him initially as a slave captured when he seperated from his family in a tribal war.
It is reported that Rasul Allah SAW showed him so much love that even after his real father came to get him, Zaid asked to stay with the prophet SAW. (although some of this is preislamic - it set a precedence by the man chosen by Allah SWT as the leader of the Prophets).
So now in the muslim world we see slavery is completely illegal and prohibited.