It is 800 A.D. in Mythic Arabia. The glorious city of Baghdad is the crown jewel of the Caliphate, unmatched in its scientific, artistic, and military might in 3 continents. Thieves seek treasure in the lost ruins of Iram, the sorcerous City of One Thousand Pillars. Sorcerers practice myriad forms of magic out of the prying eyes of the orthodox clergy, from animism to astrology to alchemy. White-robed assassins plot the downfall of the empire from their hidden mountain fortress of Alamut, led by a mysterious old man in a golden mask. There are thousands of stories to tell in this era, some of which are true and some of which contain a hint of exaggeration.
Your story starts wrapped in lies and disguises. The Caliphate is the center of the flesh trade between Africa, Asia, and Europe. Architects seek legions of slaves to build the empire's glorious palaces. The military kidnaps children to raise as brainwashed soldier-slaves, and decadent nobles seek exotic beauties to satiate their desires. You are a thief masquerading as a captured pleasure slave, seeking to get into the Emir's manor. In his possession is a treasure important to you. Perhaps it's a lamp with a bound djinni, an elixir which can cure any disease, or the holy writings of a Zoroastrian Magi. You might have to entertain the Emir's indulgences as part of your cover, but in the end it will all be worth it.
And an anime one: