Since selecting 3 gives me 1 group of notes and 2 slashes, I would assume that selecting 4 could give 1 group of notes and 3 slashes. Why this is not happening?
That’s it! Actually the “duration” of the slashes depends on the TS’ denominator, apparently. That’s why with 4/4 you can’t get 8th slashes. 8/8 doesn’t work either since it gives 3+3+2. So I tried 1+1+1+… and it works.
And yes, just select the groups you want to replace by slashes, Shift+R slash (or right panel).