So basically you are having to upload your images via an FTP client to a folder in your theme directory each time as opposed to being able to upload them via the WP Media Library?
When you do try to upload via the media library then select ‘Add New’, then ‘Select Files’, then select file from folder on computer and upload? You then can copy the file URL and also optionally edit image dimensions etc?
Currently, when you successfully get an image to appear in the slider, what process do you use? Do you paste the URL somewhere directly in the post or you use ‘Add an Image feature from the editor?