Troubleshoot: Sharp X68000 (RetroAcrch, Windows 10 PC)

[RaiderX1212]

Hey guys, hope you are all doing awesome!

I need some help with Sharp X68000.
I have followed the video by ETA Prime on how to set it up through the core in RetroArch and I have had success with the first game tested, but it seems to be a lot more complicated when it comes to multi disc games.

Example would be Final Fight. See below picture of the folder containing its files.
There are multiple files in there, I tried importing specifically the ‘.hdm’ letting LaunchBox combine them into 1 but then when running the imported file I get the second screenshot as below.
When translated that message states:
‘No disk is inserted, please insert it Abort<A>Rerun<R>Ignore<I>'

Any advise on what I should do? I know there are stand alone emulation options but I really want to keep as much as possible in RetroArch.
Windows 10 PC.

ETA Prime Video: