So does the sideslip effect occur at all time when in turning flight or only initially when the aeroplane is rolled into the turn??
All the time unless rudder is applied.
As I'm sure you're aware, it's perfectly possible to fly most modern aeroplanes around a turn without rudder. While the horizontal component of lift provides the force needed to change the direction of motion of the centre of gravity of the aircraft, a yawing moment is required to change the heading of the aircraft in a corresponding way. Without rudder, that yawing moment comes from the effect of sideslip.