There are no known issues with updating post names (slugs). I just tried it myself using a column called !post_name in the input file and it worked fine for me.
I’m assuming you know that only the last part of the slug is editable (i.e. just the part after the last ‘/’ in the URL)? It works work the same way as it does in the WordPress post editor.
Other than that, I can only suggest some basic things:
1) Update to the latest TurboCSV
2) Disable all of your other plugins and switch to a standard theme (2012) before importing
If that doesn’t help, feel free to use the contact form to email me directly with a login to the blog and I’ll take a look for you.