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Regarding the emulators that do not respond to hotkeys: some of the emulators in RetroPie do not use the RetroArch configurations, but exclusive config files (e.g. DGen, Osmose). You will need to check online or in the forums how to customize said emulators, or choose a different one from RetroPie to use with the specific systems you want to emulate.
Second, I don’t think there is any use in setting such shortcuts by default, as the identities of buttons depend on the controllers you are using. It is easy enough to set up your own combinations in the cfg file.