slang expression vs saying

slang expression and saying both are nouns.

Word	Noun	Adjective	Verb	Adverb
slang expression	Yes	No	No	No
saying	Yes	No	No	No

As nouns, saying is a hypernym of slang expression; that is, saying is a word with a broader meaning than slang expression:

slang expression: a word or expression that is outside of standard usage and is very informal
saying: a word or phrase that particular people use in particular situations

Other hypernyms of slang expression include expression, locution.

slang expression (noun)	saying (noun)
informal language consisting of words and expressions that are not considered appropriate for formal occasions; often vituperative or vulgar	a word or phrase that particular people use in particular situations
a word or expression that is outside of standard usage and is very informal