According to the image from https://jlcpcb.com/capabilities/Capabilities under Panelization:
https://jlcpcb.com/client/image/pcbCapabilities/panelization1.139771a9.jpg
it would seem to be OK but I have a PCB ready to submit and before I do I wanted to check if it is OK to have a slot in the PCB that crosses a V-Cut line like where the little hand is on the left in the image below?
Just realised my mistake, I should have put the V-Cut line on the mechanical layer.
Never mind, it's in production now so I'll have to cut it myself.
@JLCPCBsupport,
It turns out that the line in the Board Outline layer that I added to indicate a V-Cut line is exactly what is required: my PCBs came back with V-Cut line on the top and bottom sides of the boards exactly as I wanted.
So, the answer to my question in the original post is:
Yes, it is OK to run a V-Cut across a slot.
Deep joy.
Dear @andyfierman it gladness me to hear that you got your desired design produced well by JLCPCB.
Yes you are right, what confused me actually is that I saw the board outline crossing the slot so I was thinking that it will be considered as any other board outline and the driller will cut the PCB across all that line even through the slot since in our production process (the slot drilling comes before the PCB cutting step) I didn't get that you are indicating that board outline as a V-cut line.
Most important that you get your board the way you want it to be :)
Thank you Any for the clarification.
Brand new interactions and interfaces. 
Easy to use and quick to get started. 
Regarding your image; I don't see any V-cut lines out there!! it is all PCB outlines