The slide should be completely disassembled and degreased prior to refinishing.
Strictly speaking it isn't 100% necessary to disassemble the entire slide, but you want the slide completely clean and dry and it's hard to do that with parts still installed. Oil is always seeping out of someplace.
As for finishing the inside, I usually do. None of the coatings should be thick enough to cause problems with tolerances, and coating the inside means you just have less to worry about in the long run.
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