My employer does not send the T4PS to CRA. Box 35 on the T4PS is for my bonus amount. Would my employer already have included this amount in my T4 Box 14?

As the T4PS is a separate slip from your T4, it needs to be reported separately on your tax return. The income from Box 35 of theT4PS is entered on Line 104 - Other Employment Income of the T1 General tax return, whereas the amounts from Box 14 of the T4 show up on Line 101. 

Your employer should be submitting the T4PS information to CRA. When CRA does it's annual slip matching process, you might be questioned as to why you have reported a T4PS slip and CRA has not received one from your employer. 

I have a T4PS,   showing a negative capital gains  in box 34.

My Turbotax isn't asking me about the T4PS. Now what ?