@Claudio-Cortes I don't use this console, so I'm not sure, but, I found this documentation:
https://docs.libretro.com/library/px68k/#multiple-disk-games
You said that you already changed the disk index, but I highlight for the part: "The default disk drive that is swapped is FDD1. If you need to swap the disk loaded in FDD0, change the Core Option" Swap Disks on Drive "first before loading the new disk in this menu. "