This forum is helpful, have you thought that know one knows the answer to your question? I personally have zero experience with zero delay encoders so can offer no help there. You are using a machine designed for a specific use case for a purpose it wasnt designed for, bumps along the way are to be expected when forcing things to your will. Also your middle two questions have been asked and answered here thousands of times at this point, a quick google would of found you the answers you are so desperate for someone else to provide to you, so maybe people saw the question and just thought, im not answering that one again.
As for retroarch you need to specify which core to use for each system, and that system must be listed there exactly how it is named when imported, if the currently selected core is not what you want to use, change it on that screen to another core.
Closing out of emulators needs you to set a combo in the controller settings.
The partial screen thing after exiting i have never seen before, so is likely something specific to system, as to what that may be, sorry i have no clue.