Slot Instances are often garbage collected (which is a good thing).
They are killed as garbage because the parent (the owner/outer) of that instance is the instance of the blueprint whoever used New Slot Instance node.
The slot instance becomes a temporary sub-object of the blueprint that created it…
If you execute a Open Level action then most likely that blueprint will be destroyed and the instance of your slot is killed with it’s parent actor/object that was a member of that previous level loaded.