The Auto-orient will not work...
However you can use another expression for the Orientation
This expression will make the layer look at the tangent direction of the original path, using the lookAt expression.
It should look something like:
nullPos = thisComp.layer("Null 1").position;
dt = thisComp.layer("Null 1").effect("Slider Control")("Slider");
T = thisComp.frameDuration;
p0 = nullPos.valueAtTime(index*dt);
p1 = nullPos.valueAtTime(index*dt+T);
or you could use a simpler expression, that will make each layer look at the next layer (which is a bit different, and less accurate, but will seem quite similar):
p0 = position;
p1 = thisComp.layer(index+1).position;
Note that if you use the second expression, you would need a bit different expression for the LAST layer, because of the (index+1) phrase, or else you would get an error...
so you could make the last layer look at the previous layer (index-1) instead of the next layer (index+1).