The slider is setup to show Featured Images only…..images added in the post won’t show up in the slider.
The Genesis Theme Settings page has nothing to do with the actual slider…..you would actually need to adjust the settings on the Genesis Slider Settings page. In your WP admin – Genesis > Slider Settings ….then you can choose post or page, and you can add in the ID’s of whatever post or pages you want to add.
Here is a tutorial (basic) for setting it up – https://appfinite.com/tutorials/how-to-add-the-genesis-responsive-slider/