I used PSX2PSP for the PBPs and CHDMAN for the CHDs, both run in Windows 10. Clyde is right above with the pro's and cons. The PBP app uses a pretty easy to follow GUI whereas CHDMAN requires you run the executable in the same location you have the BINs and CUEs. It was a batch file I'd gotten from the retropie docs pages.
@markyh444 Okay. Mitu gave me a starting point to work from so I will take his advice and go from there. If I need further assistance I'll be sure to take the time to collect the necessary information first. Thanks for your responses.
@mitu I have no idea if it's some bizarre edge-case specific to my system, but that's what was broken on my machine and what fixed it - seriously, everything was allcaps CUE and BIN - both the CUE file and the BIN file and the reference to the BIN file embedded within the CUE. All in capitals. I confirmed before renaming that the BIN filename 100% matched the value stored within the FILE "..." BINARY reference in the CUE file.
And I had no music in any of those games.
Changing all the file-extensions to lowercase (including the FILE "..." BINARY reference within the cue file) fixed it.
@mitu Just a quick update. I compared the .bin/.cue files on my pi to the database. It turned out, that half of the .bin file was corrupted so I just had to put them again on my Pi0. And now MGS runs pretty well. Thanks for the help! :)