No need to mess with the tie or the likely rusted set screw. ...
In order to remove the slide from the inner cable, the wire must be removed from the setscrew, so the setscrew can be removed. The slide then comes off the cable.
But as Rick pointed out, the entire inner must be removed from the outer first. That means removing all the hardware from the shift plate end of the cable....
The hole in that position is from factory. It's in front of the gimbal bearing, and allows excess grease to move out of that area between the bearing and the seal in front of it. If it wasn't there, pressure would pop the seal out.
Why do you need to remove the slider?
Chris..........