@sleve_mcdichael thanks mate. Got it now. Just needed to get the path fixed. Armor Attack has terrible screeching audio. Other than that all working great.
Got the problem figured out. It was PEBCAK apparently. Not to be confused with ID10T errors. I had to pull the games out of the .7z archives then all worked well. My wife is so happy she gets to play vectrex!
@neurocrash Just in case anyone else gets the same idea, I was able to run Dos Vectrex Emulator in Retropie Dosbox, and while it looks great, it is far too slow on my Raspberry Pi 3. I think it runs at about 50% of the original speed.
@neurocrash Nevermind, it was supposed to be opened with the Hotkey+X button, but on the diagrams for controller buttons reverse the X and Y keys, so I had them mapped backwards.
I finally used the retroarch menu (Select+X) and remapped the controls here. It works fine.
I think that the problem was the special syntax for Vectrex.