Yeah save states aren't worth the potential headache. Like it gets corrupted and you're tearing your hair out, posting asking for help to fix it etc. It's just drama.
Play the games the way they were originally with the save options available
As for the Reicast dl issue, idk.
I only mentioned it because I looked up Shenmue on the compat list and it was listed as fully working. Plus I know it's more recent and it has an android port, so I kinda assumed it could possibly be better on PC using onboard graphics
