That sounds similar to issues we've seen before in older versions of the software. If the customer goes straight to the product page, they don't have any session info yet when the page first loads - things like customerID, skinID, etc. In this case, it sounds like they're missing the skinID, so the software can't build up the right path to the skin to find the XML package. On subsequent loads, that session info exists and the package is found OK.
You could try copying the mobile.productslider XML package into the root XmlPackages folder. As long as you've only got one mobile skin so you don't need multiple copies of that, it ought to work OK - the app won't find the skin-specific copy, so it'll "fall back" on the root one.