Are you sure your ROM version matches the version of MAME you are using?
Have you tried running them from command line with the verbose option enabled?
[MAME executable filename] sf2ce -verbose
That should give you an idea what's missing/wrong.
If you're using a "nonag" version of MAME at this stage, you are just preventing MAME from telling you what it needs -- use a regular build of the same version until you get things working right.
Another way to approach this is to use the same version number
MAMEUIFX to audit each problem game's ROMs (right-click on game name -- audit) and see what's missing/wrong.
Once you have the right version of the desired ROMs in your MAMEUIFX ROMs folder, move them to the MAME ROMs folder.

Scott