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After lots of tries i got this one working in mame 0.192 core. I did the following:
copy over complete mame official build as described above.
copy over plugins.ini and mame.ini to retroarch/system/mame/ini folder
set ALL paths in mame.ini. Mine look like this: Pastebin 205
in plugins.ini set highscores to 1
DELETE mame.exe
Play game. Make Highscore and close Retroarch normally.
With this settings i got it to work. Highscore .hi-Files are stored under /retroarch/hi/.
Strange is the following. Without mame.exe i get the following message from mame on booting up a machine, e.g. dkong.zip: “Error: Failed to open File or Load Operation” But Highscores saved fine. After rebooting the game theyre all there. If i keep mame.exe in system/mame/ directory i get message “… Loaded Successfully” but highscore save won’t work.
Dont know why this happens but I will investigate"
Maybe this will help also