I suggest that you create a collection that will include all of the images that you want in your slideshow. Add your screenshots to that collection so that they show in the filmstrip. Then build the slideshow using all of the images in the filmstrip. Your screenshot JPEG images should be included along with all the other images in the filmstrip.
The issue is that you cannot drag and drop a file from a folder into the collection. It seems the only way you can do this is to select "Add to collection" BEFORE you click import
you cannot drag and drop a file from a folder into the collection
Not correct. You can, but you must drag the image with the mouse cursor exactly ON AN IMAGE thumbnail, and not the grey preview border.
Done correctly you will see the icon change to a smaller version of the thumbnails with a fist, and the collection name will highlight (slightly) when you hover the mouse over it.
And remember- Collections are only lists of the images you add to them, you are not moving or copying image files to a folder. The original images always remain in their folder location.
It seems the only way you can do this is to select "Add to collection" BEFORE you click import
Also Not true! as per post above.
Bless you. I was sure I was doing something wrong. You detailed
explanation helped tremendously.