Are there slug barrels available that will fit an 870 Express HD with the extended magazine tube or do I also need to change the magazine tube?
Just take off the barrel clamp, magazine extension and coupler. Lately Remington has been factory-tightening the couplers to apparently excessive degree on the HD guns- it may take a pair of slip-joint pliers with leather or several layers of terrycloth padding to get the coupling off the magazine tube so you can remove the barrel.
You will want an old style slug barrel with the detent installed in the barrel ring to keep the magazine cap in place, if you plan to use the barrel without the extension. You'll need a magazine cap to replace the coupler and magazine extension also. You will want to get the old style magazine cap with dimples around the inner edge of the skirt so they engage the spring-loaded detent in the barrel ring. If you want to use the extension with the rifle-sighted barrel, just reinstall everything you removed to take off the issue barrel.
Where does one get a magazine plug or am I better off making one out of 1/2 dowel rod?
Wallyworld or any of the big-box sporting goods stores should sell a one-size-fits-most plastic magazine plug for a few dollars.
If you go the DIY route (cheaper, but...), be sure whatever dowel you use is of a diameter that will fit inside the magazine spring's coils with enough clearance for it to function properly. Start with a length that's a bit long, and shorten it as you experiment to be sure you can get two shells in the magazine but not three. Round the ends of the dowel nice and smooth to keep from chewing up the magazine spring, too.
hth,
lpl/nc