Not seeing it? But either way, I already tried CHD and it didn't work either. I tried both CHD and bin/cue format. Also noticed that the CD version of the Shinobi port doesn't work either. Never had issues with other Neo Geo CD games, but these two don't seem to work on MiSTer.
Yeah, I figured it out yesterday. It was indeed the CDZ setting. Weird that it doesn't work with that setting, but easy enough to change it either way.