I kind of figure that Sara is an entirely separate target for Slade, and killing Oliver might even be part of her "punishment." I was thinking more along the lines of Laurel, since Oliver has always been in love with her and had her picture on the island I believe. You could argue that he's already done what he intends to do to her by revealing Oliver's identity as the Arrow, but either that isn't all of it, or he figured out that she is actually proud of Oliver now.
That was my thought before dude started talking about the kid, but now I'm not so sure. If they've actually shown the Walking Dead girl and said she's going to be a character, that's pretty compelling evidence that she'll be his daughter. I mean, they could have been simply showing to what lengths Moira would go to protect her children, culminating in the final scene, but they could have used a lot of other examples that didn't involve him having a kid. I have enough respect for these writers now that I have to believe they did it on purpose, so dude's prediction might be right.