I too have much trouble with GBA and NeoGeo. I placed the bios ain the correct folders, I see the rom list in the UI, but here is what happens:
GBA: Goes to terminal and shows verbose but then quickly exits out so I can’t see what it’s doing.
NeoGeo: Shows the game loading an shows it loading the Bios file but then just a black screen that does nothing and I have to reboot to get out of it.

MAME needed the correct rom set 0.37 to work.