`pandas.Index.slice_locs` when label not found
#### Problem description

The documentation for `pandas.Index.slice_locs` does not specify what happens if the label(s) are not found. Internally it seems to be using `pandas.Index.get_slice_bound`, so maybe a reference to this method should be added. 

Another thing that would be nice is if `pandas.Index.slice_locs` worked like `pandas.Index.get_loc`, where the method to find the index can be specified: exact, nearest, etc.

#### Expected Output

I would expect that the documentation for `pandas.Index.slice_locs` gives details about what happens if the label is not found. Details about the `kind` argument would also be nice.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.4.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.4.0-112-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : es_ES.UTF-8
LOCALE           : es_ES.UTF-8

pandas           : 1.0.1
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 41.4.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.1
IPython          : 7.8.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.1.3
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : 0.15.0
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None
numba            : None

</details>
