How can I move the saddle further forward? Recently I bought a clip-on aero bar for my road bike and has been practicing aero position for triathlon. I read that moving the saddle forward could mimic the triathlon bike geometry.

However, I cannot move the saddle all the way forward to reach the 'max' line indicated on the saddle rail. The saddle would be slanted if I move it further forward.

How can I move the saddle further forward? Thanks.
You've exceeded the manufacturer's recommendation on saddle positioning -- the clamp is supposed to clamp on the saddle between the stop lines. So, the saddle should be moved back. Many people exceed these recommendations, but its at your own risk. I'd be less inclined to do it on a lightweight or fancy saddle. 

The easiest way to move the saddle forward is to use a different seat post which has more ability to move the saddle forward. There are zero setback seatposts and forward seatposts even (e.g. the Profile Fast Forward line). I'd go for this option. 

You can also try reversing the seatpost (e.g. loosen the seatpost, turn the saddle 180 degrees, tighten the seatpost and then remove the saddle and install it so that the front is facing the dropbars; in short, install it back to front). This is usable with some seatposts, but others will be impossible to level properly.