Rotating an image within a shape in PowerPoint

Without having the actual content it's hard to be sure but my expectation is that the image is not in a Shape... primarily because PPT doesn't provide that specific capability... although PPT does provide some graphic design tools it isn't a dedicated graphics editor.

Images are contained within bounding boxes which are an integral part of the object, so when you rotate the image the bounding box rotates accordingly. Stated another way, the image cannot be rotated within the bounding box.

To do what you are describing you would need to create an actual shape, then place the rotated image onto it. Once the two are aligned, select them both then Group them.

For the type of arrangement on your example slide it may be useful to create a Table & place each rotated image within a table cell.