Are they truly sex slaves, or did they marry willingly?
Yes. To us, there's not much of a difference. To them, there's some minor differences.
Yazidi slaves are the more 'normal' sex slaves. They're not seen as "true Muslims" so they received no legal protection. I forgot to mention in the interviews, the ISIS wives sometimes helped sabaya (Arabic term for 'normal' sex slaves) escape out of jealously. Rarely, if ever, out of horror at her husband raping some poor woman or girl. That said, more than a few of the women who came in from outside the country voluntarily were used as sex slaves. So were plenty of the local girls. It made the news when some exceptionally stupid Caucasian girls from the UK voluntarily traveled to Syria, were regularly raped and were murdered when they tried to escape.
But quite a few of the wives were treated as 'traditional Muslim women'. Used or raped by the men whenever they felt like it, but expected to cook, clean, keep their mouths shut at all times, often forbidden even to go to the hospital if sick, regularly beaten, etc. But theoretically if they got to an Islamic court, they had some rights. A slave would just be tossed back to her rapist and abuser. Plenty of the ISIS wives were unhappy that their husband was buying the slaves lots of cosmetics and nice clothing, and not allowing the wives to order the slave around as well. That's a traditional perk of traditional Islamic wives.
In short, THAT is what pissed off the wives so much. The ISIS fighters were treating their slaves as sex slaves rather than just slaves they put to work in addition to routinely raping.