I'm no zoom expert, but there are a couple tricks that I have learned. But first, to your original question: I have always done presentations as a guest (not the zoom account owner), sometimes with me running my own slides, and sometimes with the host running them). I prefer to run my own largely because I can use my dual screen setup and see the timer, speaker notes, next slide, etc., but also to "make my own mistakes".
The two tricks I know: First is actually a PowerPoint hint. When you load a presentation in PowerPoint, depending on the contents (like if you have an external link that plays within a slide) you will get a not-to-obvious warning that you have external links and a question of whether to enable them. This is before you go to presentation mode. Be sure to enable them if you have to.
The other trick is that when you share your screen, you have a less-than-obvious choice (same place you select a window to share if I remember) to also share your audio. This is how you ensure that the sound from whatever video you might be showing goes directly to zoom.
But you may know all that. I suspect that part of the guest-running issue may be what level of Zoom the host has bought. There are lots of different features that the less expensive options don't have (like multiple hosts at one time, for example).
I hope this helps. My apologies if it is obvious.