Here's a workaround for the people:
This assumes that you have turned the ajax "same-page" slider option OFF, and you want your thumbs to link to a separate slider portfolio-item page.
1. Set your LAYOUT & SETTINGS>Slideshow behavior on overview pages> to (3rd option) "Display only single image on overview pages and all slideshow images except the first one on single entries." (which, in English for humans, means "1st slide is only the thumb")
2. In the case you have a video, USE A JPG AS YOUR 1st SLIDE, and your video as the second slide. First slide becomes the thumb, and links to video.
3. In the case you want your thumb to also appear as the first slide, USE 2 OF THE SAME IMAGE AS 1st and 2nd SLIDES.