A simple solution is to use the other slider events which captures the click…
On Mouse Capture Begin
On Mouse Capture End
Then a conditional check:
Note this would get a bit dirty if a Game Controller can also capture. You will want to also utilise those events if required and use an additional bIsSliderCapturedByController (conditional check should use OR). You may get bugs if a keyboard and controller is invoked at the same time so not a robust solution.
Another alternative is to duplicate the slider, ensuring the same style geometry for interaction. The containing Widget should be an Overlay. The first slider will act as the control (invisible thumb image), the second slider as the thumb graphic (set Visibility to Not Hit-Testable).