Something with tentacles would go over well, but that ground might already be covered with what you've got.
In my experience, mind flayers and slimes (in DnD at least) don't tend to be very organised. You could easily fill this hole with the futa-amazons if they behaved like the cruel military of a dictatorship. I guess the problem is that futas are comparatively oversaturated on CHYOA, so you need something extra, but that doesn't mean the idea won't work.
Does it necessarily need to be a race that manifests itself physically? If you want something creative that stands out, you could maybe use something like a parasite that possesses the bodies of humans. A little similar to mind flayers, depending on how you portray the flayers, but instead of the humans becoming subservient, they're actually members of the alien race.
Depending on how far you're willing to bend the definition of 'alien', a race of sentient robots/androids/cyborgs would be interesting. That would open the gates for body modification, genderswapping, futa etc. since you basically only need to bolt on whatever genitals desired.
Alien vampires would also work, and fit thematically well with slimes and mind flayers (in the sense that they're DnD-esque).