I can dig into slopes of the same level I am in.
I've set to build stairs down >>>
to lower level, and set some area around to be dug out to form first room.
Here's how it looks underground…
I have also set to build stairs up from lower level, but this still does not affect my miners. All other mining jobs on this level are being done without problems.
Best Answer
It appears that your stairs up and stairs down are offset. They should be directly above/below one another, as opposed to above/below and moved one tile. For example, in your first picture, I believe the dots are where your stairs should go.