@webodan
EDIT: OK, so I double-checked the md5s of the bios files that i have downloaded BEFORE and AFTER sending them to the pi (just in case they would get corrupted as they were sent or something) they matched on winmd5 just fine.
lr-pcsx-rearmed can use only scph5501.bin from the list of BIOS files you have, and that file has a wrong MD5 in your screenshot - it's not what's in the docs or what the core expects.
Unfortunately I can't get a copy of the game to test, but can you just get a RetroArch log file and put it on pastebin.com - enable Verbose logging in the Runcommand launch menu, run the game for a while, then upload the /dev/shm/runcommand.log log file to pastebin.com and paste the URL here.