Pocket screw slots are routed or drilled in cabinet parts for assembly screws. Castle and Kreg make machines and/or fixtures for cutting these slots. I recently saw a video of another brand of router that was cutting what looked like pocket screw slots.
It is simple to have the hole drilled into the face of the board and takes a little more effort with the right tooling to do the edge drilling, so the short answer is that it can be done on a Thermwood
One method (the esiest and most affordable) is by programming a linear cutting move (the length and final depth will determine the angle of the slope) that starts just above the material and ramps down to the final depth that you require. The sloped slot is an approximation of the \"real\" pocket screw slot you get from the dedicated machines, but can work. I even saw a client \"square\" up the vertical face that the screw goes through with an 1/8\" tool after performing the initial \"sloped\" slot with his 3/8\" cutter. Note: This method will not produce the angled pilot hole for the screw.
Another method might involve getting an adjustable angle router aggregate head. The C-Axis option would also make this applicable in virtually every direction. The only thing I woul want to verify is the angle required by the slot and whether the aggregate unit/head/collet/etc would have the needed clearance at such an angle. You can even get a custom tool made that would also produce the screws piot hole at the correct angle.