Step 1:
Place all the 5s. The key one is the hidden single in R6C5. Then a few more hidden singles.

Step 2:
Slitherlink deductions based on shaded numbers.

Step 3:
R3C2 can't be a 0 clue in the Slitherlink since it must have an edge in the loop. That force it to be a 1. Several more hidden singles follow.

Step 4:
A 0 Slitherlink clue can't border a 3 in a corner, therefore 6 can't go in R5C6. Now C6 can be filled in with hidden singles.

Step 5:
Some Slitherlink deductions with the new shaded numbers.

Step 6:
Either way the 3 in a corner goes, the border between R5C5 and C5C6 must be used. Therefore R5C5 can't be a 0 clue, forcing it to be a 2. I also added in some connectivity Xs.

Step 7:
If R1C2 was either a 3 or a 0 clue, then the border between R1C2 and R1C3 couldn't be used. So it isn't. Then the border between R2C2 and R2C3 must be used, or bad things happen quickly - namely, R1C4 is forced to be a 2, which... doesn't work.

Step 8:
The number of ends entering any one area must be even so that they can match up for the loop. Therefore the 2 in R3C4 must use parallel borders, to avoid creating three hanging ends for the top area. Either way the borders between R2C3-4-5 must all be used.

Step 9:
If the border between R1C3 and R2C3 is used then the 2 in R1C3 can't be satisfied as a Slitherlink clue. Adding an X there allows the top part of the loop to be resolved.

Step 10:
The loop segments at the top give some Sudoku numbers, and with them and some hidden singles the Sudoku grid is resolved.

Step 11:
Some more Slitherlink deductions with the new shaded numbers.

Step 12:
Trying to make the 3 in the corner use its top edge quickly runs into problems, so it doesn't use its top edge. (Note: I really wish I didn't case-bash here but I couldn't figure out any other way to proceed. I'm open to any suggestions). Some quick deductions arise from that.

Step 13:
Placing some more Xs reveals which side of each 1 must be used.

Step 14/solution:
Remembering that we can't close the loop too early, the rest is simple.
