Unfortunately regardless of any emulator I use this game will not save correctly. EPSXE cannot even load a battle correctly, but it can save. I would prefer VGS since everything else runs just fine.
The problem is that it seems that the game saves fine, but when you tried to load any savefile it says that the file is broken. This is a lot like FF9 save problems, but none of the remedies for that seem to work with this.