Is there actually such a thing as a "slow thinker"? I find it hard to believe that slow thinking skills doesn't heavily correlate with fast thinking skills, is there any evidence of this?

Note you have to rule out stress, since stress is not related to this. Performing badly under pressure just means you are not stress resistant, it doesn't mean you are a slow thinker, you can still think quickly when you are calm.

So to me it seems like labeling yourself as a "slow thinker" is just putting unnecessary limits on yourself. "I am not good at that, I am a slow thinker" is defeatist.