"slots" will normally require special arrangements with your board fab, and may not be available from low-cost services (Itead, Seeed, OSHPark) or even from not-low-cost prototyping services. A lot of the part definitions that substitute holes have very large holes and not very careful placement, and I think there is a fairly large variation is actual parts, depending on whether you buy a brand-name component from a real distributor, or something "similar" from a hobbyist supplier. It's worth spending some time adjusting the library footprint to exactly the connector you expect to use (by holding real parts next to 1:1 printouts and such.)