One issue that's fairly common to run into is that you only receive a slot URL from the PAAS Portal.
That URL will only show you the default website of the solution (bound to a * wildcard).
Luckily there is a way around that, thanks to DXP running on Azure!
I hadn't heard about being able to check the slot on multiple domains until quite recently and from what I gather it's far from common knowledge.
The more detailed Azure documentation can be read here
What you need to do to verify domains other than your primary website is to add ?x-ms-routing-name=slot to the URL.
From then on, your session will show you the slot, not the live application.
To get back to production, just add the query string ?x-ms-routing-name=self
It is also possible to set a cookie with the same values using your browsers developer tools.