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.

Alas, neither of those pairs of choices to go to first and last slide is suitable -- assuming that one wants a slideshow in Mathematica still to allow actual interactivity, including adding or altering input there on the fly. For example, suppose it's appropriate in the middle of a presentation to add:

 f[x_] := Exp[-x] Sin[x^2]
 f'[x]

Oops: that would take you immediately away from the Input cell where you were working!

(And for the same reason, one would not want to use the letters "f" and "l", as you realized. E.g., if you wanted to add input such as a Plot expression, or to define a function named f.

Oh sorry I misunderstood that question.

Best wishes, Marco