Question: Got a bike 3 weeks ago. It now slips gears WITHOUT shifting. only slipping when I pedal hard or uphill.. It shifts good. I weigh 250lbs.

edit: with a new derailleur

Answer: 
I'm guessing that this is a used bike as you specifically point out it has a new derailleur.

The most likely cause is worn chain and sprockets. When you pedal hard you are literally pulling the chain off of the sprocket teeth. A new derailleur won't do anything to fix this.

Another possibility of ghost shifting - where the chain moves between sprockets on its own, but that feels different than the chain slipping.

Check the wear on the chain and cassette sprockets. A $10 chain wear gauge is a good investment. Sprocket wear can be assessed visually.
what about your gear or sprocket . is there any clogs or it might been use for so long and have misalignment or become gear too sharp as when you pedaling it hard easily make the chain loose .. a picture of it will help to understand