Would something like this

nb = EvaluationNotebook[];
SetOptions[nb, NotebookEventActions -> {{"KeyDown", "l"} :> FrontEndExecute[FrontEndToken[nb, "ScrollPageLast"]], {"KeyDown", 
"f"} :> FrontEndExecute[FrontEndToken[nb, "ScrollPageFirst"]]}]

work? If you press l you go to the last slide and if you press f you go to the first slide...

Probably it is better to use these keys as they are not normally part of Wolfram Language Input:

nb = EvaluationNotebook[];
SetOptions[nb, NotebookEventActions -> {{"KeyDown", "'"} :> FrontEndExecute[FrontEndToken[nb, "ScrollPageLast"]], {"KeyDown", "§"} :> FrontEndExecute[FrontEndToken[nb, "ScrollPageFirst"]]}]

Cheers,

Marco

You could perhaps try to use shift, control, command as modifiers and require two keys to be pressed rather than just the f and l, or paragraph sign?

Yes, I know about all that. The issue was to get suitable keys to work. But bare Up Arrow and Down Arrow seems to be not a totally satisfactory choice for first slide and last slide, given that one is more like to want to reserve them for navigating through a particular slide.

I was able to get this to work after a fashion on my MacBook with Fn-Up arrow and Fn-Down arrow (previous and next slide), and command-up arrow (first slide) and command-down arrow (last slide). That's not exactly what should be happening – as you note, Fn-left and right arrows should work but don't (see https://support.apple.com/en-gb/HT201236).

In any case, the best thing for now may be to remap the keys from the provided list so that you're not dependant on such awkward key combinations.