That would be fantastic if the save is before the load session that takes you to the ending (and I hope Retroarch mednafen core is compatible).The final stage is quite tricky! I can provide a Mednafen save state just before the ending, if that would help you out.
This game's saves are super basic BTW! 5 bytes per slot, with the first one being the stage number and 3rd being lives.
Also, it looks like the SSP patch here is really out of date. I did a bunch of work past that point... So here's hoping I can fix that ending and upload a much newer version.