@edwardthehuman you can change where the BIOS (retroarch system directory) folder is, but by default it's in /home/pi/RetroPie/BIOS so you shouldn't need to. you can't change the samples directory beyond that - it will always be in retroarch system directory/fba/samples.
by default fba will look in /home/pie/RetroPie/BIOS/fba/samples/ - please give me your full file path and name of the sample zip.
how do you know they're not loading? with donpachi, i believe the samples are just ripped music from the CD of the saturn (?) version, which should sound pretty similar to the emulated music. it does take much longer to load, though.