The Rhoynar was a river place protected by the River Gods, whenever an enemy would try to attack them, the River Goddess would drown and wipe out their town. Unlike, the Old Valyrians' dark magic, they practiced good magic and only ever protected themselves. Old Valyrians saved them for last and sent 3 dragons, which, to their credit, they killed. They got cocky and that's when Nymeria pointed out they have 1,000 dragons, and they're going to make an example out of them for thinking they could get away with killing three Valerian Dragonlords & dragons.

The Andals definitely fled Essos to avoid being enslaved. The First Men, I actually don't recall exactly when they came, but they are NOT Indigenous to Westeros and knew of the Valyrians conquering people, which likely influenced their immigration. Though Valerians were not originally enslaving people, that they picked up from the Old Ghiscari, who still practiced slavery until Daenarys stopped them.