I love role playing. For backstory, it usually starts with the characters and their relationship (teacher/student, burglar/hostage, etc.) and then builds from there based on what each participant thinks will be fun to play. It's good to discuss the roles ahead of time.
For staying in the scene, I think it is important for everyone in the scene to be able to contribute. This can be challenging when the sub is bound and gagged because they might not be able to do anything beyond look terrified or moan. But there are always ways to work options into the scene. For example, interogation or blackmail scenarios give the sub the opportunity to "give up information" or "agree to send money" which moves the role play into new territory.
Some of my favorite fantasies involve online auctions. What I love about that scenario is the dom is talking about the sub as though they are property. The sub has options also... they can struggle and be defiant / they can be shaking from fear / they can be completely submissive due to fear of getting hit.