Your post is somewhat confusing, but I will try to explain.
If you want to create region attachments from image files under a single slot, drag them to a slot, not a bone.
You don't need to do that at all to use Spine's "sequence" feature for frame-by-frame animation. Drag only the first image to a slot or bone. Rename it to remove the numbers. Check Sequence and enter the start and end numbers. If your numbers use zero padding, then enter eg 01 instead of 1. Finally, in animate mode key the sequence to start playback.
