I was experiencing the same problem and it took me like 2 days to figure out
My entire video collection for mame.. was somehow not in the correct MP4 format. It would actually play windows and some of Android video players but I noticed it wouldn't play in CX explorer.... It said bad video or something... So after I downloaded a new set it worked fine again.
Remember MP4 is just a container there are lots of compression that goes inside of it whether it's x265 or x264 try and use that and see if that fixes the problem maybe try one video and see if it works and then you can download the rest
When I downloaded I Google searched Mame video snaps SQ
Not going to give you the site but you get the idea