Do antigens protrude through the capsule/slime layer in prokaryotic organisms where these features are present?
They don't have to -- there are times in life of a bacteria (cell division, hunger, mutations, attacks of lysozyme and other enzymes, cell lysis) when any possible antigen gets less or more exposed. 

About escaping phagocitosis, there are numerous strategies to achieve it -- from forming a large slime-covered colony, through killing or disabling phagocytes up to stopping digestion, escaping the phagocyte back to the environment or even living inside it (Listeria monocytogenes is a prime example -- it can even directly move from one cell to another).
EDIT: Here is a nice overview.