What theme are you using? Does it happen right from the beginning of the slideshow or when you get to the first, multi photo slide? That's how many theme work as they look for a combination of portrait and landscape photos depending on what the theme has setup for that particular slide.
The only two themes that used to maintain the slide positioning are Classic and Ken Burns. However, even now they do not.
Be sure to tell Apple about the issue via https://www.apple.com/feedback/photos.html. The more users that report the problem the more likely it will be looked at an remedied by Apple.
The only work around I've found is to select the first photo in the album and create a slideshow with just that one. Then drag each succeeding photo into the slideshow one at a time. That keeps the order. A bit tedious if it's a large slideshow. Also if you use any there other than Classic and Ken Burns they will be placed in a different order due to the multiple photo layouts.