I'd contact the contractor who did the work, ask him what they used and why is it coming off. Until you know what it was, you have no idea what to do to fix it.

I agree,have the contractor come back and remove it.
Not an easy DIY job. It will require chemical strippers based on what product they used.
Topical sealing products shouldn't be unused in shower stalls.
Test the slate for porosity an that will determine if you even need a sealer.
Usually slate slate can br color enhanced using a solvent based color enhancer.
However in the shower stall it will degrade over time.
Sometimes quickly depending on product,application and surface.
Probably best to try and not use anything.
Slate is a varied product ,some slates like multi colored are very porous while other slates like roofing quality are not.
Roofing quality slates never need sealing and can protect a roof for 100 years plus.

The problem is that I bought the house a year ago and was a foreclosure so I have no way of knowing who installed the tile. The slate is multi colored. :(

Best thing you can do in my opinion is to hire a pro and get it done correctly.
Send us some pics maybe we can offer some more info.

this is the tile.

Looks like a polyurethane coating.
It really looks like a mess-will be very tough for you to remove. There are safe soy based strippers on the market along with lots of highly toxic ones. Your best bet would be to hire a seasoned pro. These type of situations even working with a pro may yield mixed results.
Get some quotes from several companies.
What part of the country are you in.

Wow this sucks. I live in Los Angeles by lax airport.

I called a local store and they recommended this product to remove the coating....any thoughts?

http://www.stonetooling.com/Aqua-Mix-Sealer-Coating-Remover-Gallon-p/30.00108.htm

Well for 36.00 bucks you can certainly try it.
I use it on certain jobs-it needs a long dwell time to be effective to remove the coating. On a vertical surface gravity will fight you all the way. Its worth a try-you will need to paint it on and keep it wet for a good 30-60 minutes. Then the coating can be scraped, brushed and rinsed
Still think you are better off with someone who does this for a living. Believe me its nasty.

Maybe StoneTooling will have a list of contractors they can provide that could take a look and quote you a price. I have ordered online from them and have been very happy with their service.

Wells guys, I attacked the shower last weekend and let me tell you how much of a paint in the @ss it is. On some parts of the shower the coating is thinner than others. I'm hoping to finish this up this weekend and give you guys an update. I can finally see the light at the end of the tunnel. Thanks for all your help and support.

Bryan

Yea Bolivia, can't wait to see what you've accomplished.