Gloucester made wholesale changes from their league win over Northampton Saints last time out and were duly punished by the French outfit in Thursday's Pool Two clash.
Top 14 side Pau had lost their last 13 games in the European Challenge Cup but scored the first points of this year's edition, Daniel Ramsay diving for the line after 17 minutes and seeing the try awarded after a review, with the hosts soon extending their lead.
A fine move saw Slade and Benson Stanley swap passes for the New Zealander to cross for an easy score and he converted his own try to ensure Pau led 14-0 at half-time, with a pair of Slade penalties extending Pau's advantage again after the interval.
Ruan Ackermann got Gloucester on the board and a sensational move seemingly set up a grandstand finish with 10 minutes to go, David Halaifonua cutting inside to offload for Ben Vellacott to finish, but the visitors over-committed in attack pushing for a winning score.
Frank Halai intercepted a loose Owen Williams pass and powered clear to secure the victory for Pau, although Williams somewhat made amends when he set up a late Henry Purdy try and kicked a tough conversion from the touchline to collect a losing bonus point for two-time champions Gloucester.
Tricky night, but losing bonus point for the visitors. pic.twitter.com/D7tvz16V5G
— Gloucester Rugby (@gloucesterrugby) October 12, 2017
Photo by Getty Images. Caption: New Zealand and Pau star Colin Slade