OK I figured what the issue was. In my Retroarch\config folder there are 3 folders . Dolphin, Dolphin Launcher, and dolphin-emu. Bezel Project would download the bezels to the first two folder but retroarch wants to use the dolphin-emu to show the bezels.. I had to copy and paste the bezels cfg files to this folder and now it works. I uninstall the dolphin core but I still had to copy to the dolphin-emu folder.