Missouri, Kentucky, West Virginia, Maryland and Delaware
Lincoln arrested state leaders who wanted to secede.
1861
There was a chance that it would join the Confederacy, because it was a deeply divided state, and its leaders were Southern sympathisers. Lincoln acted promptly (and illegally) to jail those leaders, and the danger of a Confederate state surrounding Washington was averted.
what were the slave state that did not secede and join the confederancy
Because Lincoln had jailed its pro-Confederate leaders.
No, a county cannot secede from one state and join another state without the approval of both states and the U.S. Congress.
Yes. It was one of the Southernmost (Deep South) states, and they were the first to secede.
Maryland largely surrounded Washington DC, and it was vitally important to Lincoln that it did not secede. On this occasion, he suspended habeas corpus in order to jail some of the state's pro-Southern leaders, and keep it loyal.
Virginia voted to secede on Apr. 17, 1861. The secession vote was ratified by the citizens of Virginia on May 23. Virginia then existed as an independent republic until it joined the Confederacy on June. 19, 1861.
Virginia
The state of Missouri did join the confederacy in 1861.