The Thrall Collar can be recovered from many of the Thralls in the Planar Prison. If your main character equips it, you'll hear a man laughing followed by the load screen.
Description[]
| “ | This collar is used to dominate and enslave any individual who wears it. The slaves, or thralls, are usually controlled by the bearer of the Mastery Orb. Once worn, the collar's power cannot be broken except through the use of a Remove Curse spell or the destruction of the Mastery Orb. | ” |