Would this be the way to proceed ?
Are you actually using the slice markers to play and rearrange loops in your song? Or are you simply using the slice markers as a tool to help you chop up loops and create new individual samples?
Either way... If I was doing this purely inside Redux and wanted to use slices from several different loops, I would first load all of the loop samples into the instrument, then I would append them all together.
Copy the sample data from loop #2 and paste it at the end of loop #1, then copy the sample data from loop #3 and paste that at the end after loop #2, and so on... merging all loops into a single sample.
Then I'd finally start slicing up that big main sample, so that all sounds/kits were contained within a single instrument.
Could be a nice hack to try?