I have a MK25 and thinking of getting a separate slide and having it machined to accept a RX sight. I don't want to have my MK25 slide milled, so looking at getting a used stainless slide. I have seen a number of .40 cal slides and upper assemblies for sale. Would I have any issues getting a .40 slide to run on my 9mm MK25?

Probably not, but there is always some risk of fit/tolerances. The issue is that a 40 slide has a larger breech face than 9mm so your barrel hood will not fit right and the extractor claw is a bit farther away from the case rim. It would be okay for range work, but not serious duty.