After much looking, I found in the downloaded code of the generated page, missing the tags characters: < and > and replaced with & lt ; and & gt ; respectively. The browser inspector converted them back to < and > and that made me lose hours 
I missed | raw as per indicated in this post thanks to @pamtbaau
The solution is in adding: | raw in these two lines of lightslider.html.twig because
< and > are converted to:
special_chars:
‘>’: gt
‘<’: lt
and changing in user/config/system.yaml does not work.
This is the solution
<h1>{{ slide.heading |raw }}</h1>
<h2>{{ slide.subheading |raw }}</h2>
Regards
joejac