Slann are technically infantry. That means a Slann could theoretically switch places with any LM character on foot. Under most circumstances I wouldn't want my Slann to leave the Temple Guard. But it's happened before where the Temple Guard got ground down to nothing (or pratically nothing) and the Slann is then killed. If I had a Slann in a dying Temple Guard unit and there was a skink priest in a group of skirmishers he could switch with I'd love to do it. Not sure if it's legal though. Does Sacred Duty prevent a Slann from leaving Temple Guard by any means, or just regular movement?
Hoverboy is right that you can't use the Shadow attribute to jump out of Temple Guard, but if you fielded the Slann without TG, or if the TG was all destroyed, it would work.