I've pushed an update that changes the game's save system. This is intended to fix any outstanding issues with save files, such as errors like "engine/external/binser.lua:471: C:/Users/username/AppData/Roaming/SNKRX/state: No such file or directory" and others.
This also makes the game's save system modifiable, so, for instance, if you want to go back to a difficulty level before NG+1, you can now go to AppData/Roaming/SNKRX/state.txt and change the "new_game_plus" setting to 0. Similarly, you can also change video/screen settings through there in case of problems.
Please tell me about any issues you have, and have fun!