Does an SPD-SL AND SPD compatible pedal/shoe exist?
Maybe a better option than an SPD-SL pedal would be something like the PD-M324 from Shimano.

It's a dual sided pedal, one side flat, with no cleat required, and one side SPD. They don't make an SPD-SL version of it, though. 

An SPD-SL pedal, because of the depth of the cleat retention area of the pedal doesn't really offer good, safe traction in trainers. of course it can be ridden that way, but it's not your safest way to go, even on gentle rides.