I noticed that, was trying to avoid the duplication of pics.
You can and should remove the duplicates you imported to your library, after you saved your slideshow as a slideshow video to a folder in the Finder.
Photos you download from the shared albums to your Mac are not truly duplicates, but may be in a lesser resolution than the originals you shared to the album.
If you shared the photos from the library on your Mac to the Shared album, you can always reveal the version you have in your library by ctrl-clicking the photo in the Shared album and then select "Show in Moment". Drag the photo from the Moment to an album. The album will just reference the photo and not duplicate it. Then export the photos from this album. But if did not create the shared album on your Mac and the photos hare not in your Photos Library, Photos cannot use them until you import them. If the owner published the shared album as a public website, you can download the photos from this website without importing them to your library.
