The only reason(s) for slipping is a worn drive train.
It isn't the chain or the cassette which you say are new. Box fresh new or 'new to me' bought from a bloke with a wide suit on, pencil moustache large range of watches and ladies nylons? Any doubt just compare teeth sizes of top 3 and bottom 3 with cogs in the middle (which certainly at my house are the least used)
Which leaves chain rings, jockey wheels and freehub.
Jockey wheels will make your drive train jump and skip, not slip. Jockey wheels merely provide chain tension, If they were completely fubar'd the mech arm would invert allowing chain to simply pull through.
Which logically leaves chain rings and freehub.
Freehub test - you'll need a reliable strong friend and a cricket box. friend holds back wheel you stand on the pedals applying forward torque. If it is the freehub you'll need the cricket box to stop stem/knacker interface disaster. Also expect to lose skin (both of you). Alternatively freehubs are dead dead easy to service, just awkward because everything pings off and ends up under the frudge. Shimano freehubs are cheap as chips too.
I'd still argue it's your chainrings. The only teeth visible on the middle ring - one tooth certainly looks worn. Outer ring looks worn too. Easy to check simply compare to a new chain ring.
Very hard to work out what it is as you can't observe what is going on when it happens. When it happened to me I was certain it was rear end related (cassette or freehub) as wehn I looked down the chain was always engaged with the chainrings. Process of elimination. Then kicked myself as it was obvious once I'd worked out what was happening.
With regard to the passionate arguments about lubrication, yes will affect smoothness of shifting and rotation it wont affect a new chain in the manner described.
[style]new[/pirate mode]It's chain rings I tell ya, chain rings[/end pirate mode, ahhh Jim Lad]
Will reply in depth later but it cannot be the chain rings as they were bought new from CrC and haven't been ridden