I'd rather have the threaded area too short than too long...then you can run a die up easily to make them exactly the length needed so they bottom and index correctly.
I know what you mean about the slots though...especially on lock nails. I like to use a 8-32 forward and 10-32 back and sometimes it's tough to get matching slots...even from the say retailer/maker. I try to error on the side of narrow slots everytime and then file in a taper.
Now depending on the gun your building off center slots is OK. Many original screws had off center slots. Now, on one of those sterile artsy guns that some build, it would look odd.
Enjoy, J.D.