I hope you are well today and thank you for your questions.
1. Gallery Slider
a. I can select multiple image to add in Project Gallery and the images become slider, can i change the slider navigation type (from . button to image thumbnail)?
You have to develop custom code to achieve this.
Developing custom code for custom functionality is beyond the scope of support that we provide here. Please see https://themeforest.net/item/jevelin-multipurpose-premium-responsive-wordpress-theme/14728833/support
If you are not a developer then you can consider hiring a developer to develop it for you. You can hire a developer from any freelance site. Shufflehound recommends the developer https://www.upwork.com/freelancers/~011652ffec8865c6d5
b. The first image in slider always from featured image, can i remove this?
Yes you can remove it by using child theme solution shared in the following topic.
a. Can i/ How to Add multiple video so it become slider?
Actually it is not slider but just one video is displayed as shown on this page https://jevelin.shufflehound.com/project/writing-the-unwritten/
a. Can i add 3d object in the iframe?
Yes whatever you add will be displayed in iframe tag.
b. How to add multiple iframe so it become slider?
Like videos it is not slider but just one iframe can be displayed on the page.