If you have access to a lathe, .35 SL can be made from .357 Magnum brass. The case has to be trimmed to 1.15" with a case trimmer, then the lathe used to reduce the rim to .405" and cut the extractor groove. It is something of a PITA, but I once did 50 and after a while it is sort of automatic. Took about three hours, as I recall, once I got set up.
The bullet is .351" diameter, but I used lead .355" (9mm) bullets and they worked OK. I loaded them using .38 Special dies, but you have to be careful with the shell holder since the rim is smaller than the .38 Special.
Jim