Yes, going back into antiquity. The English Crown borrowed around 14% in the 13th and 14th centuries [1]. The Roman grain markets had lending embedded, too, though nothing resembling a risk-free rate. (Monarchies borrowing had an element of coercion to them, so the rate one would lend freely to them was probably higher than the rate they contracted.)

What one can reasonably argue is that there hasn’t been a market-set risk-free rate since the Enlightenment, possibly since Bagehot and the invention of independent central banking. (Some people argue we still don’t have a risk-free rate today.)

[1] https://centaur.reading.ac.uk/16784/1/16784.pdf

Yes. It is covered in various books. Galbraith covered it in “Money…”[0] I’m not totally sure you can draw parallels to the old world, though. The modern economy seems so different, but basically, rates seem to follow the course of a civilization. IIRC, Low when things are stable, higher at the edges as things destabilize. It’s been a few years since I read the book, though, and I may be misremembering things.

[0] https://ia800605.us.archive.org/14/items/TheWorldIsFlat/Mone...