As I mentioned in the referenced posting, you can only have a "first play video" in a photo slideshow. If you utilize that feature, the running order will be: Video Clip > DVD Menu > Slideshow. Aside from that exception, individual shows must be either video clips OR static images (photos).
What might be confusing is the fact that a single DVD can contain multiple shows as is the case with mwaldren's project. These individual shows can be arranged to play in whatever order you specify. Before burning your multiple shows to a DVD, select the "after playback > continue to play the next clip" option. All of your series of shows should automatically play in specified order with just a very brief pause between each show.
That said, there is a possible workaround. This would be to create a set of individual shows composed ONLY of photos. Instead of burning them to DVD, output them as MPEG 2 video files. Once converted to video files, they can be intermixed with other video clips in a new video project. You can then tie the various clips together with transitions and a continuous background audio track and burn to DVD. Just remember that once the photo sequences have been converted to video clips you cannot add more photos to them. Rather, you would have to redo the sequence in question (incorporating your changes), convert to video and then substitute it for the previous clip.
It's quite a bit more work but doable. In my view, far preferable to use an intuitive timeline based program like VideoStudio 11.5+ where you can freely intermix photos, video clips, audio clips and other production elements by drag & drop.
As a suggestion when using DVDPS4, I recommend creating several test shows before making your "real" project. These test shows can consist of any images or clips you happen to have handy on your computer. The shows don't need to make sense. It's just a quick way of familiarizing yourself with DVDPS4's various options and then previewing the results by burning and viewing a DVD before spending countless hours on a "keeper" project.
Hope that clarifies things a bit