I'm specifically talking about after the European countries themselves stopped taking direct part in the slave trade. Thus, I'm not asking about the Americas, where European powers themselves introduced the forms of slavery that characterised the colonial period there. (Of course, slavery existed among pre-Columbian civilisations too, but European invaders replaced the pre-existing systems with their own.)
I'm more concerned with the "New Imperialism" in 19th- and 20th-century Asia and Africa. Slavery existed there before colonisation, and for some time after colonisation too in many countries. But before a country in question abolished it (whether the colonisers themselves or their post-colonial successors were responsible), did European administrators own slaves themselves? If so, how prevalent was it?
EDIT: I also know the British Empire itself abolished slavery in 1833, and extended the ban to the East India Company's territories ten years later, but did it keep going on in territories under British suzerainty but not direct rule? I looked up the timeline of abolishing slavery on Wikipedia, and some of the 19th- and 20th-century dates refer to countries that were British colonies at the time, but presumably they weren't all directly administered territories.
This is a complicated question. As you note, although the British empire abolished slavery in 1833, that measure was only sporadically enforced in large parts of the British Empire in Africa until the early twentieth century. For the question of whether European administrators owned slaves themselves - some almost certainly did, although I'm not aware of any direct work on this subject. However, domestic slavery in Africa was not always easily distinguished from other forms of unfree or semi-free labor, such as pawnship, caste-based occupations, and even marriage. There is clearer evidence that colonial administrators participated in forms of marriage and employed household "servants" that might have been locally understood as forms of slavery. Meanwhile, colonial states authorized their own forms of unfree labor, such as the corvée system (in the French empire) and conscription, which again operated in part through local understandings of slavery and other categories.
If you want to follow this up in more detail, I'd start with Paul Lovejoy, Transformations in Slavery; Kristin Mann, Slavery and the Birth of an African City; and Catherine Ash, "Forced Labor in French West Africa." T