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In DS9, the head of Section 31, Luther Sloan, claims to have a wife and a son who died during the Dominion War. The only time we see them was inside his mind. Is there any source to suggest they were real and not just a part of Sloan's cover?

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Absent any official Word Of Creator, we can only judge by what was seen onscreen.

In the episode Inquisition, Sloan talks about his son being killed. But everything was part of an illusion designed to test Bashir's loyalty. Anything he said should be taken with a large pinch of salt.

In the episode Extreme Measures, the dying Sloan is losing control, and unable to keep up the deceptions. He imagines saying goodbye to his family. What is shown is probably a truthful image of how Sloan thinks of them. The likelihood is that they are still alive at this point.

I think this is the most probable interpretation of the creators' intent.