removeMovieClip() will work if applied to your instance. so, if you applied that to this.my_sldr2 WHILE in the scope of the same "this" where my_sldr2 was created, you wouldn't have a problem.
because you have a problem, you can infer that your scope is incorrect when used within that on(release) or you have a typo. in the case of a typo (eg, you used my_sldr1 instead of my_sldr2), just fix that typo.
if you're out of scope, it's not possible to determine the path you should use (from the info supplied) to get you within the correct scope. but, if that's a movieclip button and it's on the same timeline as your createClassObject() code, you would use:
if both those fail, use:
trace(this); // below your createClassObject()
and trace(this) within your on(release).