Here is what I see from the slackware installer (I'm copying by hand, so I'm trying to skip non-essential parts):
gdisk -l /dev/sda
Warning! Disk size is smaller than the main header indicates! [...]
Partition table scan:
BSD: not present
APM: not present
Disk /dev/sda: 119.2 GiB
Number 1 300.0 MiB EF00 EFI System partition
Number 2 900.0 MiB 2700 Basic data partition
Number 3 128.0 MiB 0C01 Microsoft reserved partition
Number 4 92.0 GiB 0700 Basic data partition (Windows OS)
Number 5 116.7 GiB 0700 Basic data partition (where I mean to put Slackware)
Number 6 20.0 GiB 2700 Basic data partition
So, the installer recognizes how the RAID-0 setup is partitioned, but it read /dev/sda as having the size of a single physical disk (I have two disks of 128 GB each), so it thinks that the partitioning can't fit the physical space (I guess).
If I check /dev/sdb, it simply finds no partition tables, and sees the disk as having 119.2 GiB (i.e., the physical disk).
So, it seems that the kernel is able to read the RAID-0 configuration only partially: it reads the logical partitions, but still sees the physical hard drives only.
As a side note, if I go to /dev/disk/by-id, I get 4 entries (excluding the cd reader):
ata-SanDisk_SDXXX... -> /dev/sdb
ata-SanDisk_SDYYY... -> /dev/sda
wwn-0x500ZZZ... -> /dev/sdb
wwn-0x500WWW... -> /dev/sda
If I try to mount them, I get an "unknown filesystem type 'isw_raid_member'" error.
Also, I confirm that there's no /dev/md* or /dev/dm* device.