Hide post that are in the slider are not possible via Theme Options but you can use a simple CSS had by targeting specific IDs of those posts. You can use Chrome Dev Tool to inspect what IDs they have. The basic code would look like this:
#post-1241 {
display: none;
}
Repeat it as many times as necessary to hide all posts that you have added in slider.
Now that you have these posts hidden, you can use plugin called Page Links To. I guess name of it is already self explanatory - it allows to link posts/pages to any other URL, even outside your website if needed.