I would say Slenderman can never apply as a hero. Not even an anti-hero. He's a sadistic demon which Aku traits. If you want to write a fanfic where Slenderman is a hero, you should reduce his villainous qualities and send him against a notoriously diabolical villain. the Joker (both Jerome Valeska and the Heath Ledger version), Koba, Jill Roberts, Indominus-Rex... other than that hypothetical fanfic, Slenderman can only be a villain.