I think the simpler solution would be to create your own function:
function get_theme_mod_img($mod_name){
return str_replace(array('http:', 'https:'), '', get_theme_mod($mod_name));
}
then just use it:
<a href="https://wordpress.stackexchange.com/questions/256864/<?php echo esc_url(get_theme_mod("slide_one_link')); ?>"><img src="<?php echo esc_url( get_theme_mod_img( 'slide_img_upload_one' ) ); ?>" alt="<?php echo get_theme_mod( 'slide_title_1' ); ?>" /></a>
there is another solution that involve filters as you can see here and here filters are applied like this:
return apply_filters( "theme_mod_{$name}", $mods[$name] );
$mods[ $name ] = apply_filters( "pre_set_theme_mod_{$name}", $value, $old_value );
but you would have to add a filter for each image setting you have:
add_filter('theme_mod_my-setting-image-name', 'function_that_strips_protocol');
this untested, i think it will also involve customizer preview logic.