@heinzgruber
Super Mario 64 in the N64 directory
I don't have a Raspberry Pi Zero 2 and I can't test it.
N64 is a very heavy emulator, I don't believe the Raspberry Pi Zero 2 will manage to run it, much less in a recently released beta version.
Blazing Star, Metal Slug 6 and Samurai Showdonw V in the MAME directory
You are probably using the wrong romset, and/or forgetting about BIOS:
https://wiki.recalbox.com/en/tutorials/games/generalities/isos-and-roms/romsets-for-recalbox
Metal Slug 6
I don't know if the Raspberry Pi Zero 2 will manage to run a too heavy game like this, much less in a recently released beta version.