No pneumatic tyre is proof against all punctures, but Schwalbe Marathon Plus are the best in that respect, avoiding almost all punctures. The downside of their thick inner layer is that they are are stiff and less good at absorbing road irregularities so less comfortable.
Adding a liner would make them almost solid to ride on and gain little protection, if any.
And personally I would never add slime to an MP since that tyre gives that level of protection anyway. Any more drastic a puncture could exceed what slime could achieve anyway and the slime would leave you with an impossibly sticky mess to repair in the event of a puncture. So either/or, not both.
Solid tyres are horrible to ride and less safe. Regular tyre carcases are carefully designed to be laterally stable but vertically supple. Solid tyres being all of one compromise material fall short on both, laterally squidgy so less stable and safe, while not as compliant vertically so less comfortable.
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