The Shield EZ's have 'flats' on the sides of the flange at the rear of the guide rod that must be aligned vertically for the slide to be assembled or disassembled. The .380 Shield EZ has a shaped guide rod that indexes in the hole in end of the slide that helps position the guide rod so that these flat edges are somewhat 'automatically' indexed properly; even so they can rarely seat a little cockeyed and make it hard to remove the slide. HOWEVER, the 9mm Shield EZ's guide rod end is simply round and it is much easier for the guide rod on these to get seated 'off of vertical' causing your problem. It's a pain, but the way to clear it is to work the slide vigorously back and forth and repeatedly trying to make the guide rod align properly enough to allow the slide to come off. With respect to advice already offered, I ,personally, would be very careful attempting pounding the rear of the slide with a hammer/mallet in hopes of forcing it. The problem is metal parts/surfaces out of alignment (a design weakness that allows this to happen in the first place
) between the slide and the rear of the guide rod. Patience and repeated attempts are the solution. Careful positioning of the rear of the guide rod during re-assembly and refraining from depressing the grip safety when dis-assembling is the key.
EDIT - After thinking about it, I suppose one could also try retracting the slide a bit and IF enough of the end of the guide rod could be grasped (with taped pliars, perhaps?) and rotated a bit to align the flats, that would also work.