When I'm trying to diagnose plumbing problems I keep telling myself, "there is no magic." Water follows the laws of physics.
Two things you have said indicate there is a leak: the well pump cycles even if you aren't using water, and if you shut off the well pump you get air in the pipes. The first job is to locate the leak. The air in the pipes makes me think the leak is low down, air would only enter to the level of the leak. Your best tool is to isolate sections of the plumbing to get a rough idea of where the leak might be. Usually on the water heater there is a shutoff valve that allows you to shut off the hot half of the water system, that reduces your search by 50% right there. Then look for other shut-off spots, and even places where the pipe is exposed and you could add a shutoff and isolate part of the house. I would close the shutoffs on all the fixtures and appliances in the house to make sure it's not a leaking toilet or dishwasher somewhere. I would work first on trying to determine whether the leak is in the slab or in the house because that determines your approach.
You might be able to hear the leak with a stethoscope.
If you decide the leak is in the slab, you have to decide how you're going to fix it. The question is whether you're going to dig it up and fix it or abandon it and re-route the pipe. If you're going to abandon it there's no point in pin-pointing the location. If you're going to fix it the closer you are the smaller the hole you have to dig. Often in situations like this the value a plumber brings is not necessarily in doing anything you couldn't have done, but knowing when there's no choice but to start knocking holes in things.
The loss of pressure on the pump is puzzling and not consistent with a leak. If you were losing enough water for the house water to drop I'd expect you'd be seeing it coming out somewhere and hearing it. That sounds to me like air getting into the pump and taking a while to work itself out.
It's also good to quote Sherlock Holmes: "when you have eliminated the impossible, whatever remains, however improbable, must be the truth."