Hi @oleunited –
I tested the Jetpack Slideshow block using Jetpack and Elementor and did not have the same issue that you had. The dots and captions displayed as expected. I tested using a default theme (Twenty Nineteen).
As a next step, I would recommend trying using a different theme to rule out the possibility that your theme is causing the issues. Please try with a theme like Twenty Nineteen, Twenty Twenty, or a similar core theme. You can test with the Health Check & Troubleshooting plugin to change your theme for testing without it affecting the frontend.
If it works when you change the theme, it is a theme conflict. You can then reach out to your theme developers for assistance. Unfortunately, it’s outside our scope of support to offer visual customization.
If a theme change doesn’t work, you would then want to try disabling all plugins other than Elementor and Jetpack. You can do this using the Health Check & Troubleshooting plugin mentioned above. If it works once you deactivate the plugins, you can activate each plugin one at a time, testing in between, until you find the one causing the issue. If you identify a specific plugin causing an issue, you can reach out to the plugin’s developers for assistance.
Let us know what you find out.