I thought more about this and I think Shozam works as designed. When an flagged as hidden, is not meant to be seen so it should not appear in the Slideshow. The single image type that appears is hte thumbnail type which is used as a proxy for that image pages. It is this mechanism that enables Shozam to have those types of pages with different functionality that a regular image page and it relies on:
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Add image to prompt Shozam to create the pages
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Enter HTML to add something else that is intended to 'replace' the image content on the page
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Hide image from the page so only the widget or whatever has been added above is displayed (or leaving just text on page)
Shozam still shows the thumbnail as a representation of the page for navigation pruposes (but thumbnail is now just a proxy for whatever content is placed on the page). Images from the other layouts are hidden. The one exception is the Info Page, on which the custom HTML does not get displayed - the image will still display there.
Bottom line - if all images in the gallery have been zoomified, then it is good to remove the Slidehsow label. If only a select few images have been replaced by their zoomified counterpart, then you can keep the Slidehsow label and know that only regular images will appear in the slideshow.