Well, no Sligs aren't only security guards. They are also annoying game show hosts, slave traders, and Glukkon Valets (this was all done by Lulus valet.). You are right about the mask thing, Glukkons (and whoever else employes them.) find Sligs so hideous that they had the Vykkers custom make masks just for the Sligs as well as thier pants. After awhile the Glukkons realised that they could make a Slig more efficient just my improving apon thier masks, hence the Eye Stich 2000 that we see in AE. Next, it is defenatly possable that there are wild Sligs on other continents, after all Im sure Skilla isn't the only Slig Queen on all of Oddworld. But it is because of Skilla, that all of Mudos' Sligs are extreemly disfounctional. The only company a Slig seems to like is another Slig. They can be found playing cards together, having spiting contests, swaping Mudokon beating methods, or just talking. If there are wild Sligs out there I'd say that they would have a pretty simple religion, and that they may be tree dwellers although I highly doubt it, I would think that they live on the forest floors and in Oddworlds swamps. Sligs would not have any type of hermit crab shell, unless they hunted down other animals with shells then wore them as a sign of dominance and protection.
I hope this answers your questions Kaimana, if you wanna know more just ask.
