"not working" is no term which is used in any way when it comes to audit sets. MAME has tons of sets which are non working simply because the emulation is not yet fully working, e.g. due to encryption/protection issues etc.
So differ between playing sets and auditing sets. cmpro is only for auditing sets and it audits what's listed in the datfile. Yes, there are 1GB CHDs which are non working...there are CHDs which are 30GB...so if you're into MAME, you should look out for larger HDs. However these days 2TB Disks are like 50EUR which is enough for plain MAME (roms/chds). When it comes to software lists you might look out for some more TB.
"ddr3ma", assuming you keep your sets split and using MAME .256, then you only need:
your_rompath\ddr3ma\887aaa02.chd
Why? Because the set has a 1 chd on its own, 1 nodump rom file (hd6473644h.18e, yes, the icon with the question mark....you can't find it, it's not dumped, ignore it), some shared files with its parent (ddr3mk) and 2 roms shared from devices and bios roms.... So no "own" rom files are needed, so you don't have a ddr3ma.zip
Keep in mind: A set is a collection of roms and/or chds and/or samples. There are chd-only sets, there are sample-only sets.
If you miss a chd from a chd only set you're missing the full set, if you miss a chd from a set with roms and chds and you got the roms, cmpro will still show the set as partially bad with the missing chd
To use ddr3ma in MAME (when storing the sets split), you of course need the chd, the parent romset, the needed devices and the needed bios rom....
"Where possible i have add the correct 'romset' but not add the CHD file."
There is no romset. The CHD is the only needed file...easy as that