you are misunderstanding the way PS works.
The slice tool SNAPS to PX; it has to ( as all slices are some pixel amount wide by some pixel amount high) , The same holds true for a selection ( again all selections are pxs). Paths and guides , however , do not snap you can have a guide at 115.6px , for example. What t this means is unless you carefully watch the placements of your paths and guides your slicing will be off.
One note, when you make a rectangle shape you can actually choose "snap to pixel", which is initially helpful. I say initially , because you can move the shape y hand then it no longer be aligned with the pixel grid.
You CANT convert guides to anything but converting a selection to a path is relatively easy. Go to the paths palette, at the bottom, third from the right( right before the 'make new path' button) you will find the 'convert selection to path' button.
I hope that helps, but I really think you need to reverse your methodology to make yourself aware that guides and shapes aren't always "on the pixel"