Principal '' could not be found or this principal type is not supported.
Even I got the same error when I tried to create a user role for the slot using the below command:
CREATE USER [appname/slotname] FROM EXTERNAL PROVIDER;
So, I used the command below to fix the 'principal type is not supported' issue when creating a user role for slots:
CREATE USER [<AzureWebAppName>/slots/<SlotName>] FROM EXTERNAL PROVIDER;