/etc/X11/Session/lxde not executable and so slim does not list it as a possible sessiontype. Version: lxde-base/lxde-common-0.5.5-r2
And it fail to launch lxde if you use this session file with Xephyr to launch a nested session. Correct persission should be 0755 as the other session files.
+*lxde-common-0.5.5-r3 (15 Oct 2012) + + 15 Oct 2012; Markos Chandras <hwoarang@gentoo.org> + +lxde-common-0.5.5-r3.ebuild: + Add the executable bit to the lxde session file. Bug #437010. Move it directly + to stable so everyone can benefit from it +