Thanks for writing in.
I believe that it can be done however it is quite a customization and it is beyond the scope of our support. It would be best that you will contact a developer on how to create it.
Upon checking the header, not sure if the developer used a plugin but I am sure to make it changing from other image, it uses script to add active to the class of the flex grid header slider.
I would suggest that you will plugin for it like the plugin integrated with X theme.
Hope it helps.
Let us know how it goes.