Not that I'm aware of. You just export JPEG copies to a folder that you can point iTunes to. For instance, I have created a folder in my Pictures folder called Apple TV. And within that folder I have other folders of pictures that I can choose from in iTunes to share with Apple TV. But there doesn't seem to be any way to share a Lightroom slideshow. If you have laid to create a video file that would probably work. Apple TV is a little clunky in my opinion. Some things are a little more difficult to do now than they were a while back. I probably haven't provided you with much help, but just keep experimenting and I think you will figure it out.
However, on the Mac, using ITunes to share photos with the TV, I cannot locate all photo files.
What do you mean by "cannot locate all photo files"? Are you able to see some of photos you've exported from LR on the Apple TV? If you provide more details, we might be able to provide a more helpful answer.