I have set up a a slideshow gallery and navigating with the arrow keys doesn't work when that gallery is accessed via a link, be it from a page or the menu. Reloading that gallery page in the browser solves the problem as does direct access via URL (which I guess is technically the same).
I assumed it might be related to loading images from a different gallery in the advanced options, but after copying the same images directly into the gallery's folder the problem still exists.
Tested with Firefox and Safari on OS X 10.11.