How to filter post from categories only if the posts appears in one of them, not the other?

I think your logic is too complicated. Setting up query_posts() is essentially setting up MySQL query for database. No way query would be able to easily count amount of assigned categories on the fly and run conditions against that.

Let’s flip your condition. Instead of posts that aren’t in slideshow category alone we can do much simpler posts that belong to any category other than slideshow.

Try this:

$categories = get_categories( array( 'exclude' => '1,36' ) );
$include = array();

foreach ( $categories as $category )
    $include[] = $category->term_id;

query_posts( array( 'category__in' => $include ) );

PS I’d consider some other way to mark posts for slideshow (like meta field) and not mix it with categories altogether.