Openly, as in to to the general public? Actors, nope. Musicians, other than Sestre I mentioned earlier, nope. A few artists are. (dancers, visual artists, a poet...) So in general, a few from the art scene, but in "pop culture", not really. No politicians either.
I'm sure there are more who are "out" within their art or music community, it's just that they don't speak about it to the press.
The laws concerning same-sex couples are relatively okay nowadays. I don't think it's dangerous to be a same-sex couple or anything like that. I know plenty of people who are gay and they live relatively normal lives. But I also think Slovenia has very much a small-town-mentality. People in general are harmless but they love to gossip because they have nothing interesting going in their life. And with gossip come labels.
And it's very easy to lose that "that hot singer/guitarist/drummer/whatever from that amazing new band X" label and get the "the gay guy" label and never get rid of it.