When I use the DJM-S9 with Serato DJ Pro, Slide FX doesn't work properly.

If you're using Serato DJ Pro, you might not be able to use the DDJ-XP2 to control Slide FX, depending on the mixer you're using.

If you're using the DJM-S9 with Serato DJ Pro, you can use the touch strip on the DDJ-XP2 to adjust the effect level/depth only when you've turned on the Serato DJ Pro effect via the DJM-S9.