Pour about 3 inches of oil in a deep fryer or large, heavy pot and heat to 375 degrees F. Preheat the oven to 250 degrees F.
Melt the butter in a small saucepan over medium-low heat. Add the smashed garlic and swirl the pot around to infuse the garlic flavor into the butter. Slice the French bread in 1/2 lengthwise and brush the top and insides with the garlic butter. Stick the bread in the oven for 5 minutes to warm it through.
Season both sides of the catfish fillets with a fair amount of salt and pepper. In a wide bowl, mix the milk and egg together, season with salt and pepper. Mix the cornmeal, flour, cayenne, salt and pepper in a pie dish using a fork. Dip the catfish in the wet batter, then dredge in the dry; being sure to cover the fillets completely. Gently drop the fish in the hot oil in batches so the pan is not overcrowded. Fry the fillets for 3 minutes and then drain on a platter lined with paper towels; sprinkle with salt while they are still hot.
To assemble the sandwich, put the pickles across the bottom 1/2 of the bread, lay the fried catfish on top. Spoon a small mound of slaw on top of the catfish and close up the sandwich with the top 1/2 of the bread. Cut into portions and serve immediately with hot sauce and lemon on the side.
Combine the cabbage, carrot, red onion, green onions, and chile in a large bowl.
In another bowl, mix the mayonnaise, mustard, vinegar, lemon juice, and sugar; stirring to incorporate. Pour the dressing over the cabbage mixture and toss gently to mix. Season the cole slaw with celery seed, hot sauce, salt, and pepper. Chill for 2 hours in refrigerator while frying the catfish.