JoeViking245

If you used the Import MAME Arcade Full Set Wizard to import, on the How would you like to filter your games screen, if you left the Create Playlists section as default, it will have created a playlist of vertical games.

On the left pane in LaunchBox, switch to Playlist and then scroll down to Arcade Vertical.
Select all the games, then go to Tools, File Management, and select Export/Copy ROM Files from Selected Games to New Folder.
 
Edit:  The playlist is actually called Vertically Oriented Games

Mine is setup without anything in the Running Script section nor the Exit Script section.
Then in Yuzu (v1510 2023-07-28), I set the Exit Yuzu hotkey to something OTHER than Esc.  Mine happens to be Ctrl+W (only so as to have a 'something' in there).
Exiting from the Pause Menu works without issue.
 
Side note: If you're using the Pause Menu to actually Pause during gameplay (rather than just to exit it), in Yuzu you may want to check the box to Pause emulation...

But there is.  (in a roundabout way)
Edit your MAME emulator in LB and in the Default Command-line Parameters add (probably towards the beginning of the line):
-artpath "D:\this\path\does\not\exist"  

It'd be easier just to press "f" next you start it.  
 
Final, Final-Script - With failsafe
Run the exe Wait 'til it's actually active Get the window 'Style' of the exe's window and save them to the variable 'style' If within the 'style' contains "Title Bar"  (when the game is not fullscreen, it has a Title Bar.  aka "WS_CAPTION". aka "0xC00000") Press "f".  And to be safe, make sure you send it to the exe's window. "hang out until it's no longer running." #SingleInstance force SetWorkingDir %A_ScriptDir% Run, Z2TAOL_P03.exe WinWaitActive, ahk_exe Z2TAOL_P03.exe WinGet, style, Style, ahk_exe Z2TAOL_P03.exe if(style & 0xC00000) ControlSend,,f,ahk_exe Z2TAOL_P03.exe WinWaitClose, ahk_exe Z2TAOL_P03.exe ExitApp $Esc:: Send, !{F4}  

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