Redream does not support Naomi games. As for the original post, the error is clearly your bios, either it is missing completely, or you are missing specific files within it. If you load the core in Retroarch and head to the information section it will tell you what bios are required, and if it see's them or not. You need the naomi.zip bios, i would guess the most recent one from the current MAME romset is the one the core would want, so even if you have bios it may be old and out of date, This is the contents of the naomi.zip from the 0.236 MAME romset, which is the newest set i have.