Well with ff9, you have to disable frameskipping to see the battle menu so it may hold true here as well. Don't forget to set your offscreen drawing to standard or extended if you're using one of Pete's hardware accelerated plug-ins.
As for sniper's problem, I'm not quite sure I follow you there? You switch discs in the emulator and then ... what happens? Have you tried isos? Do you use save states as well? Maybe you should do one of the regular in-game saves at the end of disc 1 close epsxe then open it and boot disc 2. Disc 2 can boot on its own, right? You aren't having any problems with that?
As for sniper's problem, I'm not quite sure I follow you there? You switch discs in the emulator and then ... what happens? Have you tried isos? Do you use save states as well? Maybe you should do one of the regular in-game saves at the end of disc 1 close epsxe then open it and boot disc 2. Disc 2 can boot on its own, right? You aren't having any problems with that?