I'm having the same issue somebody else had earlier (link), except those steps did not resolve the issue for me.
I am using a child theme, although reverting to the standard oxygen theme changed nothing.
Link to site:
I figured this one out:
1) follow the steps on the earlier link you mention above.
2) Go into the most recent 6 posts (or whatever six posts you want in the slider) and mark them as "featured" in the box on the right.
Meanwhile any you want in the other placements on the front page will need to be marked primary or secondary.
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