Hi, if you add these lines to retroarch.cfg you can save and load states using a hotkey:
input_enable_hotkey_btn = input_save_state_btn =
input_load_state_btn = input_state_slot_increase_btn = input_state_slot_decrease_btn =
If you copy the retroarch.cfg to /configs/megadrive/ this will override the default retroarch.cfg located in /configs/all/
hope this helps