Do I have to purchase slot for hardcore mode ?

I done the quest from Nalyx and checked for hardcore character slot, but it say I have to purchase slot ???

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Yes, you need purchase new slot.

You can either buy a slot or delete a character to be able to create another.

I think you can use story token to buy slot

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You just need an empty slot. Doesn't matter how you get it. You can delete existing toon, get slots using various currencies or I think plat works also. I set up bunch of empty slots and holder toons in anticipation of hardcore.