The slugs can be preserved by fixing them in a 10% formalin solution, or possibly just 95% ethyl alcohol. I would use the formalin myself, then after a few weeks switch them over to a 75% alcohol solution. I haven't had the best luck using just alcohol to preserve full voucher specimens, but it might work for the slugs. There are a few websites that detail how to prepare voucher specimens, and these may help further. Here is one that I found -
Preserving Amphibians.
As for the egg shells, I have heard of someone using expanding foam to fill in the empty egg shells, then writting some info on the egg once it is cured. Other than that, you can just clean them out a little, let them dry, then put them in a small baggy for storage. Egg shells don't contain any tissue to break down over time, so there is nothing to preserve.