Before going further, I must clarify that I have only 19 CHDs in total, and I keep CHD scanning disabled. This is probably why I have issue #2, since I lack all those listed clone CHDs, and also the originals

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However, I don't mind using 'Allow CHDs in Rompath root', since I can easily manage such a limited CHD selection by hand, and use Audit all sets inside MAMEUIFX32, once for each new version, to see if they're still good or not.
As for issue #1, I created those folders in the past to make the scanner happy, and avoid any missing set error. I think those games listed were CHD-only some versions ago, then changed to have at least a rom in their set. For example, p9112 was like that until 0.157, when it had the nvram added.
No idea why the scanner suddenly gave errors on those romsets because of the empty folders, it was OK until very recently. Maybe I had some wrong settings in the past, or changed a few trying to solve #2...
As for #3, you're right, I used an expression to select the sets I wanted to exclude, then applied it and inverted. The expression is the following:
%s=astropc.c; %s=cv1k.c; %s=gamtor.c; %s=hikaru.c; %s=namcos10.c; %s=naomi.c; %s=nexus3d.c; %s=segasp.c; %s=triforce.c
Now I tried to do the opposite selection, using the 'logical NOT' flag, but I can't seem to get it working with 2 or more entries. Not sure if it's the expected behaviour or I didn't understand the expression syntax correctly.
In any case, I'm attaching my configuration.
Thanks for investigating.