GSX doesn't use keys directly, it use whichever key is mapped to the standard Slew events and, in this case, the event is called "Slew ( down slowly )" in the Controls page for the SLEW mode activity.
So, the first thing to check, is which key ( usually Z ) is assigned to that Event in the standard Controls page, in Slew mode. If the key is different, then you must use *THAT* key, if it's not assigned, you must assign it ( by default is is assigned to Z ).
If everything looks fine, then the problem is another add-on has took that key for itself, so you must disable that add-on while editing, or configure that add-on to use a different key.