Once I exit a slideshow, is there a way to launch directly the same slideshow?

YES, this is possible.

When you exit a slide show to do something for example inside the CHANGE SETTINGS menu or any other menu, after you finish, if you want that the frame starts with the SAME previous slide show then proceed like this:

Just exit the submenu you are in by pressing the back key (it's the key with a round shape arrow on it) then you arrive again in the main menu (the one that starts with "Play all the frame's pictures".

Once here, just wait, do nothing.

After about 20 seconds the frame AUTOMATICALLY starts again with the previous slide show you were playing AND ALSO it starts automatically EXACTLY at the same picture it was playing when you stopped the slide show.

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