Same problem for me. Exporting a slideshow (using 1080p) results in missing photos. (I am using: OSX 10.10.2, iPhoto9.6, "vintage photo" theme.) They are always the same photos which go missing. I have tried repairing permissions on my iPhoto library, "repairing" the library, and "rebuilding" the iPhoto library, without success.
I have the original jpg files, so I deleted the photos which go missing, reimported them fresh, and then re-added them to my slideshow.
The first time I export the slideshow, they are there in the slideshow - seemingly a success! However, if I export the slideshow again, those photos go missing again, and those photos will never again appear in an exported slideshow. This is completely reproducible as well.
I am not sure why this happens with only certain photos. There is no apparent difference between the photos which are lost, and ones which have no problem...
Is there a bug with iPhoto?
Jim