Thanks!!!
You have to do it for Save state, Load State, and Reset Game.
For others wondering how, this is what my Save State script looks like (I changed the default key from F2 to S and added Q as secondary "Hotkey Enable" in Retroarch):
; Retroarch saves state with F2 key by default
Send {q down}
Send {s down}
Sleep 50
Send {s up}
Send {q up}