For your ePSXe 2.0 issue go into LaunchBox go to tools, manage emulators select espxe from your list then click edit go to the AutoHotKey tab in the edit form and paste this code in
; This section closes eSPXe when pressing Escape
$Esc::
{
Process, Close, {{{StartupEXE}}}
}
Now when you hit escape from either LB or BB it will close without the confirmation window appearing.