Now that I think about it, I do remember one backwards compatibility problem I had.
On disc 2 of The Legend of Dragoon during the water dragon fight, if any of your characters transform your game will freeze during the post-battle cutscene. I think that was pretty universal for everyone who tried it.
As a general rule, the slim was better than the brick for compatibility. Even for some ps2 games themselves. Games with blue discs had trouble reading on the brick.