It is possible to mill tee slots in the existing cross slide – IF there's enough meat in it to do so without significantly weakening it. I wanted to mount, specifically, my ball-turning attachment to the cross slide and later some other items for line-boring etc. In my case, I initially purchased a secondhand Myford cross slide and intended to modify it to fit my Asian-made 9×20 lathe. You can follow my progress throuh my album "Cross slide modifications" should you so wish, but to summarise:
The original looked like this:

And, having abandoned the Myford route ( for reasons discussed in the album ), I machined slots transversely thus:

No doubt, there is some weakening of the structure of the cross slide, but so far – about four years – no sign of significant flexing etc. I make no guarantees that this will be suitable for your application, however and I made the modification knowing full well that it could all go horribly wrong – though I did make some carefully considered calculations (gambles!) along the way!
John
The slots, by the way, are smaller (and metric ) than Myford ones but I consider them to to adequate to withstand the likely stresses that will be imposed upon them by the sort of work to which I intend to put them.