You could create shortcuts in the "slideshow folder". You could do it like this:
1. For each folder that has the pictures you want (as long as it's all of them) - open the folder, hold down the CTRL key and push A (CTRL+A) to first select all of them.
2. Rt. click on top of the selected files and choose 'Create Shortcuts'
3. You will now have shortcuts to all those pictures, so click on Type at the top of the Explorer window to sort the files by type.
4. All the shortcuts will now be lumped together to make selection easier. Either drag a box around all the shortcuts, or click on the first shortcut to highlight it, then hold down Shift and click the last shortcut in the list. This will select all the shortcuts, at which point you would hit CTRL+X, then go to the folder where you want to paste them (the slideshow folder) and hit CTRL+V to paste them.
5. Do this for all the folders that have the pics you want. I would just open 2 seperate Explorer windows (hit Windows key + E once, then do it one more time to open two explorer windows). Now rt.click the taskbar and choose 'Show Windows stacked (or side by side)'. Use one window for the slideshow folder, then use the other folder to navigate to all your pics - you can then cut and paste all the shortcuts quickly.