The ornamental design for a lady's slip with side zipper and high waist band, as shown and described.
FIG. 1 is a front view of a lady's slip with side zipper and high waist band showing my new design;
FIG. 2 is a right side view thereof;
FIG. 3 is a back view thereof; and,
FIG. 4 is a left side view thereof.
The broken lines illustrate portions of a human for a lady's slip with side zipper and high waist band are included for illustrating environmental structure and forms no part of the claimed design.