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What is the best move order to transpose to the Slav after Nf6?
The reason this may be interesting is that Nf6 is much more flexible than d5 and still allows to go for hypermodern setups, depending on what White does.
For some reason, the Marshall defense (e.g. 1. d4 Nf6 2. c4 d5) is considered bad for Black. Is it better to start with c6 before playing d5 when trying to transpose to the Slav? I know that White could play the Trompowsky after Nf6, but that is a risk I am willing to take.
1.d4 Nf6 2.c4 c6 followed by 3...d5 is a reasonnable and legitimate move order to enter the Slav defense. I have used it regularly at Fide master level.
As with every move order transposition, it has pluses and minuses that will guide your choice depending on your taste.
For instance, 1...Nf6 makes it less easy for White to play a London set up : an early 2.Bf4 or 3.Bf4 can be met by d7-d6 instead of d7-d5. Also, you avoid the Bf4-Nge2 variation of the Slav Exchange, because White must commit to e2-e3 or Nf3 before a Black pawn arrives on d5 to get exchanged. The briefly fashionable 3.cd5 cd5 4.Bg5!? is also ruled out.
On the other hand, with ...Nf6 you give White some early information and he knows he won't face a Noteboom, a Stonewall, or the 3...dc4 line, options he would have had to consider after 1...d5 and 2...c6.
1.d4 Nf6 2.c4 c6 is best
After 1.d4 Nf6 2.c4 I think 2...c6 is the only reasonable move order to try to get Slav defense. I would consider this not ideal as you allow 3.Bf4 which gives White quite an interesting version of the London System, as a c6-d5 pawn structure isn't ideal vs the London when black is usually trying to exploit Whites slightly weakened dark squares on the queenside with an early ...c5. However if you consider 3.Bf4 to not be a problem then I don't see any way White can exploit this move order, as any other logical third White move can be met by 3...d5.
Other second moves I would consider much worse if the goal is to get a typical Slav defense. 2...e6, besides allowing an exchange QGD after any move such as 3.Nc3/f3 d5 followed by 4.cxd5. Also allows White to go into a Catalan with 3.g3 which could be quite annoying for a Slav player as the early commitment to e6 cuts out a lot of Blacks best options against 1.d4 d5 2.c4 c6 3.g3.
Finally 1.d4 Nf6 2.c4 d5? allows the simple cxd5, where the top 4 engine moves are not even 3...Nxd5 as that allows 4.Nf3 followed by 5.e4 with large advantage for White. If you want to play for the initiative 3...c6 is an interesting gambit, 3...g6 will simply lead to a version of the Grunfeld which is worse for Black than mainlines.
In summary 1.d4 Nf6 2.c4 c6 is a fine way to transpose to the Slav which doesn't allow white many reasonable extra options. If you can work out something you like again 3.Bf4 then the worse that will happen is a transposition back to a Slav mainline after 3.Nc3, e3, Nf3 etc.
