Hi, I had the same problem and tried a lot of things before working it out. It seems that under Appearance > Customise > Featured Content you have to change the Tag Name from “featured” to something else.
I changed it to another word (in my case “evergreen”), added a tag called “evergreen” to the posts that I wanted to feature in my slider and it worked. The other posts stopped appearing.
Not very intuitive, but there you go!