I registered at Devpress (which I recommend, they're very quick to reply to support questions).
In short, I found out that by design the 'featured content slider' must point to posts, not pages. The alternative was to replace it, and it wasn't overly complicated.
The solution I used doesn't feature the thumbnails, so if you need them, you would have to find a different slider plugin.
I used Devpress' Sliders plugin (which I think is for subscribers only, others sliders might work as well). A good thing about 'Sliders' is that its default styling matches Oxygen pretty well. Configuring the plugin is straightforward, but in order to make it work with the theme, you will need to create a new page-template-front.php and add to your child theme (I assume one would be working on a child theme). There you need to replace one line of php code;
<?php get_template_part( 'featured-content' ); // Loads the featured-content.php template. ?>, and (if you're using 'Sliders'), replace it with
<?php echo do_shortcode( '[sliders id="xx"]' ); ?> (where xx is the id number of your slider). If using a different slider plugin, I'm sure the documentation describes which code to use.
To bring it into the slot of the original slider, you'll need to adjust the css. I can't remember just how I did it, would have to look it up.