In most cases, when the slideshow widget fails, it is due to wrong pinning/placement or missing to add files.
Follow these steps to fix the issue:
1. Add files
Use "Add files for upload", add all the images you have in the slideshow, to be uploaded.
If there is an image in the slideshow, added in Muse but not added through "Add files for upload" then the widget will not work properly.
2. Content Placement
In the design mode, if you are using "smart positioning", It is very important Check every breakpoint, and make sure that the slideshow parts (Next/previous, Close, and caption) are over the lightbox, not scattered on the sides.
Do not worry about the placement, they will be placed in the right place by "Smart positioning" feature, after previewed/published.
Check all the slideshow content (Controls, caption ... ) and make sure all the contents are unpinned, especially when the slideshow is a lightbox slideshow. The "Smart Positioning" will position the content in the right way, so you do not need to be worried about the pinning.