So this successfully replicate the issue. Sliders move and update and no error is thrown, but dot it not moving
from bokeh.layouts import column, row
from bokeh.models import CustomJS, Slider
from bokeh.plotting import ColumnDataSource, figure, output_notebook, show
#from bokeh.tile_providers import get_provider, Vendors
#tile_provider = get_provider('STAMEN_TERRAIN')
output_notebook()
odd_locs = ColumnDataSource({'x': list(range(1,10,2)), 'y': list(range(1,10,2))})
even_locs = ColumnDataSource({'x': list(range(0,10,2)), 'y':list(range(0,10,2))})
source = ColumnDataSource({'x':[2], 'y':[2]})
x_slider = Slider(start=0, end=10, value=0, step = 2, title="X_Slider")
y_slider = Slider(start=0, end=10, value=0, step =2, title="Y_Slider")
p = figure(x_range=(0,10),y_range=(0,10))
p.circle('x','y',source=source, color= "blue")
callback = CustomJS(args=dict(source=source,
odd_locs = odd_locs,
even_locs = even_locs,
x_slider=x_slider,
y_slider=y_slider),
code="""
var data = source.data;
const odd = odd_locs.data;
const even = even_locs.data;
const red = x_slider.value;
const blue = y_slider.value;
const idx_lat = even.x.indexOf(red);
const idx_long = even.y.indexOf(blue);
const lat = odd['x'][idx_lat];
const long = odd['y'][idx_long];
data = {'x': [lat], 'y': [long]};
source.change.emit();
""")
x_slider.js_on_change('value', callback)
y_slider.js_on_change('value', callback)
layout = row(p, column(x_slider, y_slider))
show(layout)