@kiddzeal if you update to the latest retropie (you'll need to start from a fresh image at this point) you can try the experimental new psx emulator 'lr-duckstation' which i expect plays this game well (it's been very good for most things).

there's likely little you can do to resolve issues with pcsx_rearmed -it's a mostly abandoned emulator.

@brummy you can set the path for your usb drive in /home/pi/.stepmania-5.3/Save/Preferences.ini . To see the directory you need to enable the display of hidden folders (in winscp the shortcut is ctrl+alt+H)