Well, Daphne takes more than settings paths. GameEx, for some reason, doesn't automatically recognise all the files, including framefiles. There are two consequences of this: 1) after the first five it sees, you have to go in the manager and rename in the list the ones it missed; 2) you have to re-write the framefile paths in the box for each game. I did all this and still couldn't get it to work.
Another issue is Visual Pinball. I set the paths, but I couldn't get it to work.
Also, if you're wanting to use Advancemame, it says you have to have some supported Mame version. It doesn't tell you why, so this can be misleading. It's pretty obvious if you know that it works this way in GameEx, but I like to know why...however, this isn't the issue that determines if it'll run.
Well, it is...BUT, in addition to that, you have to add to the advancemame options path in the manager indicating where that regular version of mame is. This may be obvious to cmd folk, but I found it by accident; and it's not in the help in GameEx. Although I guess this isn't that big an issue. I guess he expects people who who use Advancemame to know a bit about things. (Advancemame would do well with a gui-type manager...)
Mainly the first two, though.