Alternatively, you can use (F1 to save, F3 to load) for immediate, mid-game saving. Troubleshooting

: Many verified sets include specific saves right before critical moments, such as the final battle with Eve or the famous "shower scene," allowing players to experience these events without playing the full game. Managing Saves in ePSXe To use these files effectively in the ePSXe emulator: Save game - Parasite Eve - GameFAQs

Don’t trust a “verified” label blindly. Here’s how to perform checks on Windows, Mac, or Linux.