Nevermind, I figured it out.BIOS files needed to be in root of BIOS folder, not in "Saturn", there were a few BIOS files I didnt copy down to root. This moved me forward to the "Uncorrectable data at sector 0" error, and the Saturn logo, but wouldnt boot the game. Athough the readme in recalbox saturn folder indicates "Rom files must have a ".cue/.toc/.m3u/.ccd/.chd/.iso/.mds/.zip/.7z" extension"
It would see 7z extensions would not work. I extracted the 7z file for Shining Force 3 and moved both bin files and the cue file into a normal folder within Saturn\Shining Force III and now it loads fine. So the readme apparently is misleading.
Hope this helps someone else.