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We analyze the low-energy dynamics of quasi one dimensional, large-$S$ quantum antiferromagnets with easy-axis anisotropy, using a semi-classical non-linear sigma model. The saddle point approximation leads to a sine Gordon equation which supports soliton solutions. These correspond to the movement of spatially extended domain walls. Long-range magnetic order is a consequence of a weak inter-chain coupling. Below the ordering temperature, the coupling to nearby chains leads to an energy cost associated with the separation of two domain walls. From the kink-antikink two-soliton solution, we compute the effective confinement potential. At distances large compared to the size of the solitons the potential is linear, as expected for point-like domain walls. At small distances the gradual annihilation of the solitons weakens the effective attraction and renders the potential quadratic. From numerically solving the effective one dimensional Schröedinger equation with this non-linear confinement potential we compute the soliton bound state spectrum. We apply the theory to CaFe$_{2}$O$_{4}$, an anisotropic $S=5/2$ magnet based upon antiferromagnetic zig-zag chains. Using inelastic neutron scattering, we are able to resolve seven discrete energy levels for spectra recorded slightly below the Néel temperature $T_\textrm{N}\approx 200$~K. These modes are well described by our non-linear confinement model in the regime of large spatially extended solitons.