hey! i just happened to have exactly the same problem; and found a solution!
(i am on α7sIII but menu should be similar since all are on the fx3-style now?!) anyway:
in the settings, you need to go to the playback (blue) settings in the alpha and find viewing, there should be a slide show option to click!
(if its greyed out - go to playback target and put the view mode to date view - this should do the trick)
ps.: in the slide show you can define a time in seconds, it only affects photos all videos and photos on the card are played in a row, with just a little still-freeze between them.
Thanks for reply, just awaiting a new cable, I noticed the charging LED in camera was lit but it was not charging. Made a lash up with adaptors to temporarily replace the cable and all was well, the camera went to Mass Storage,