Many third party assets that offer custom shading for terrain or otherwise deal with terrain will generally not like you slicing the terrain.
While in some cases you can work around this limitation by creating Slice Processors that convert the third party terrain specific data from the source terrain to data compatible with the slices, this is often too advanced for most users, and sometimes impossible.
With that said, most terrain related third party assets usually do have some system in place for working with terrain groups. If this is the case for the third party assets in use in your project, our recommendation is to try to get your terrain back to the state it was in before making use of the third party assets, then slice your terrain and reapply the third party assets to the newly created terrain group.