Hi there!
These are my steps and it worked for me, which I have done on the Nvidia Shield Pro 2019.
1.) First uninstall Retroarch and LaunchBox and delete the leftover folders for Retroarch and Launchbox including your License.xml (get the license if you haven't as the developers more than deserve it!) file as well. So you should have nothing installed at this point.
2.) Get LaunchBox v1.11.apk and download RetroArch.apk from the following website:
Under the Android section select the RetroArch.apk.
Don't download the 64-bit or 32-Bit, I think the RetroArch.apk has those elements as part of the install.
3.) Install RetroArch.apk first then update all your cores.
Main Menu>Online Updater>Download Cores (all of them with # against)>Update cores again, it will updated a couple after you have down all the others initially.
Then select>Core Systems File Downloader>Downlaod these .zip files.
Configure your joypad and any other settings and save your settings to the global, Main Menu>Configuration File>Save Current Configuration
3.) Install LaunchBox and add your License.xml file.
4.) I am using the Mame 0.261 merged romset. You can find it with a little digging online...
5.) Create a folder on your external device or wherever and copy all roms to this folder. In my case I created a folder called 'mame' on my external ssd and copied all there. This is of course connected directly to my Nvidia Shield.
6.) Run LaunchBox and import the games by pointing to the folder you created where you copied all the mame roms to.
The other settings I used were 'Arcade' and 'World' for the import then let it dop its importing stuff.
It will then restart LB and you can then select the games.
7.) Now the important bit! When you launch your first game it will ask you to select a version of RetroArch and a specific core.
By default it selects 'RetroArch64', change this to 'RetroArch'
Then for your core select 'mamearcade_libretro_android.so'
Launch your game and it should work, it did for me!
I'm pretty sure I could have just said what I did in step 7 but hopefully this will help someone else as I have been doing this for hours...lol.
Good luck and hope it works for you!