you can see it here in action – the first caption is default setting – the second slide is manually set to p-tag.

for explanation:  the 0 == $index is the first choice you can make in the advanced tab of the single slide : heading tag.

This will be default setting – but if, for example, you want to change all h3 tags here afterwards because you have decided otherwise, then you can, for example replace this setting globaly:

3 == $index

/*** für die Slider ! ***/
function my_avf_customize_heading_settings( array $args, $context, array $extra_args = array()){
  if( 'avia_slideshow' == $context ){
    //  get class of slideshow
    $slider_class = get_class( $extra_args[2] );

    if( in_array( $slider_class, [ 'avia_sc_slider_full' ])){
      $index = $extra_args [1];
      if( '' == $attr['heading_tag'] && 0 == $index ){
        $args['heading'] = 'h1';
      }
    }
  }
  return $args;
}
add_filter( 'avf_customize_heading_settings', 'my_avf_customize_heading_settings', 10, 3 );