Hmmm, I thought you were slicing based on camera angle for the density? Are you only slicing for the light direction or are you doing both?
Without seeing how all the bits work its hard to figure out the problem. It could just be a bug with lighting but I feel like it could be something more basic (purely guessing and going with my gut here).
Ie some of this stuff is tricky. Camera position becomes light position during the lighting pass btw. In the past I have leveraged that knowledge to fix material issues similar to this (ie volume billboard stuff often gets similar issues).