These commands work as intended:

/execute if entity @p[nbt={ SelectedItemSlot: 0 }]
/execute if entity @p[nbt={ XpLevel: 0 }]

But you must of course have the left-most slot selected for the first one and be level 0 for the second one.

But these ones always fail, even though the syntax is accepted:

/execute if entity @p[nbt={ SelectedItemSlot: 0..8 }]
/execute if entity @p[nbt={ XpLevel: 0.. }]

Given what they select, they should always successfully find all connected players, at least the one executing the commands.