None of those really grab me.
A title shouldn't describe what literally occurs within the story, but the way in which it occurs. IE- how will the player be transported into the story? If a proper noun exists within the story to describe that, then use that word, but a rationalization should follow in a subtitle. A clever pun or a smart arrangement of words also works well- especially if there is literal context within the story. Mass Effect, Hunger Games, and Star Control are all very memorable titles-- their power lies largely in the fact that the title is both a part of the story and describes the story in a way that isn't contrived.
"A Thrall Escaped" - Lacks energy, movement and momentum. The title doesn't communicate the significance of a thrall escaping. A thrall is a sort of slave- if the escaping thrall is the player, than we could extrapolate that we've escaped the bonds of tyranny and are called to a life of justice. Or he's only just broken out of his cell and still has to finish escaping to reach a sanctuary. Or perhaps everyone is under some sort of mind-control and the hero has to save everyone by slaying the Controller, all while facing the moral dilemma of killing other MCed people. 'A Thrall Escaped,' seems like an incomplete idea.
"Easterfire" - Needs a subtitle that describes what easterfire means, not what happens. IE. "Easterfire: End of Days." "Easterfire: Land of Chaos", "Easterfire: Lord of Destruction."
"The Swarthy Man's Island" - Reminds me of old Lucas games. Works if the game is humorous and fun- but it needs a precedent to really work.
Proper nouns need a description that tells us whether it is a person/entity, place, or thing/event.