So I left my Raspberry Pi alone for a month and when I came back to it I started fresh. I think the problem was with my HDD.
So I think my HDD was previously formatted to exFAT file system. The only options I had were NTFS and exFAT. I found this person on youtube called Eta Prime and his videos were a big help, especially this one:
It explains how to format your drive to FAT32
I flashed the image to the SD again and formatted my HDD to FAT32 and added the "retropie-mount" folder as shown in the video.
Then I searched some more videos on his channel of which bios were needed for the different emulators and how to add the games.
I found out how to "unECM" the ECM files from my PlayStation games and I'd say at the moment about 90% of the games work and I can save using the save state feature + via the in-game save mechanics.
The emulators I have used up to this point are: GB, GBC, GBA, NES, SNES, N64, Megadrive and PS1.
So yes, I'd say the problems are now solved. Maybe one more thing I'd like to try is activating my RetroAchievements account so I can earn achievements on some of the games. I got it to work previously, but I don't know how anymore because it's been over a month ago.
Big shout out to Eta Prime. Check his channel here: