Made a world without demons and fooled around in the empty hell a bit. I even stumbled over an alternative way to mine slade, but it only really works in .34.11:
designate upward ramps dug directly under the surface. This digs one tile of slade and unveils the adjacent squares. However, it doesn't produce a ramp, it generates an _underground_ "open space" tile. The floor above is not broken, and the dug tile completely disappears, i.e. it leaves no floor behind. A slade boulder is generated but instantly falls to the level below - and gets stuck in an undiggable slade wall.
The normal floor can be channelled away after this, but that doesn't help either - you cannot dig into or build stairs into the walls below to retrieve the slade boulders. So in 0.40, this is useless.
However, in .34, you can simply use the deconstruction-teleport bug to pull the slade out of the walls: construct some floors close enough to the ramped-out area and deconstruct them again. All nearby items are teleported to the place where the deconstructing dwarf stands. I got a few dozen slade boulders this way and converted them into blocks, mechanisms and crafts (a slade sceptre weighs a very moderate 600 urists, about as much as a cinnabar boulder).
And no, you can't get slade warhammers without modding - slade is a stone and the only hammers that can be made from stone are _toy_ hammers (no, even moods won't get you around this).