Please run one of the games with verbose logging
but if you can't get into the runcommand menu, it's a moot point i guess.
now, as for your issue - donkey kong's 2 player mode uses one stick - the real cabinet only had one (and why not, since, the 2 player mode isn't simultaneous). you take turns on one stick.
it's possible that there's a cocktail/2p mode you can select via the service menu or dipswitches, or you could map the player 2 controls as alternatives for player 2 via the MAME menu for this game only, or something like that.
note, these instructions are for mame2003 (which is recommended), not the mame2016 which you're using (which is not recommended).