Mame2010 appears to have savestate = false in their config, so maybe the 'cannot save' message is normal. Other MAME cores do have 'savestate = true' though (MAME2003, MAME2003+, MAME).
I also use the PowerBlock and it is well supported here. The guy who runs the place is a Global Moderator in this forum. Check the unit here: https://blog.petrockblock.com/powerblock/