I think he is talking about the "Save Type" option of vba (Options -> Emulator ->Save Type -> Automatic, EEPROM, SRAM, Flash, EEPROM+Sensor, none), and "Save Game" = save state. They are different things, it has nothing to do to set a kind "Save Type" to "Save /Load Game"
Please note that in VBA "Save Game" = save state (memory dump, .sgm file), and "Save Type" = Battery/eeprom (like *real* gba save, .sav file).
Actually, it might be a pain to guess which save type it's using the Gba Rom. You have to set the save type, 64 or 128k, load the rom, see what happened and if doesn't work, quit the emu & delete the battery, eeprom, etc save type.
All can I say it to test the eeprom+sensor save type, as it worked in previous DBZ games. If doesn't work, I will try to play with Boycott Advance or Rascalboy Advance. These have emulated almost every save type, so it's a matter of patience to make it work. Sometimes you can use a working save type from other emu in vba, but won't work every time. Get these emus
here
Otherwise, the last resort it's going through save sates, it should ever work in vba: File -> Save Game. It's a good thing to enable "Auto load most recent" in "Load Game".
Hope it helps and please read it all