It's true, the violin term "double stop" means stopping two strings with your fingers at the same time, and playing them both.
On harmonica, it could means any two notes played at the same time, as
you say.
However, there does seem to be a tendency for players to use Smokey Joe's definition that the two notes must be in non-neighboring holes, which are blocked out by the tongue. (I call this a split interval, as the meaning of "stop" on the violin has no direct correspondence on harmonica - if anything "stop" might refer to the blocked holes that don't sound.)
Slim could have meant either one (or both). Perhaps he can clarify it for us.
Winslow