Your h is baking up nicely. Continue as you have been. It's interesting that he's finally mentioned his childhood memories. Listen and validate if he should talk about them.
If you've not already done a search on Slenderman, you may want to do so. The show 20/20 had an hour special on this game and what happened to a 12 yr old girl when she went over for a sleep over at her friend's house. The friend and another young lady stabbed her 19 times in a wooded lot and left her for dead because they were into the Slenderman fantasy game and wanted to prove that they could be a part of his life. As for Freddy Kruger, Jason and Chucky, they have nothing on the Slenderman and his illusive mansion in the "sky". I would definitely monitor her on the computer, etc., to ensure she leaves this game alone.
Atsbaby, you are dong great. Allow him to continue baking on a low, slow temperature. The safer he feels around you and the family, the more he'll open up.