I have a feeling the other problems are Win98 related, with the automatic Unicode to ANSI conversions.
I have a feeling the all problems are Win98 related

I wonder why win2k/XP programs are not runing on win9x(except function dependency). New .exe structure? Some "we do not support old verison" from microsoft? Something just for win2k/XP?
You say that loading settings from file works OK. How about Save Profile?
Save and load work fine(control, shortcut)
For Mempak file, try creating two new memory pak files.
Both memory pack files crash(both works until crash). If I quick enough, I can work with mem pack file, it crash for "looks like same amount of time(~2 second) after searching controler pack, dont care about work with mempack(just looking on saves, or choosing saves, or creating new saves)"
At mempack options, windows Yes/No of Format mempak, Delete note, Delete memPack are emty, have no text, buttons have no text too, but if I click, text appears(just on button).
HKEY_CURRENT_USER\Software\NRage\DX8InputPlugin200\Controls
(same error with modifiers, shortCuts)
First time was empty, but I maybe did save on emty controls. If I load my saved setting, controls contain this.
[HKEY_CURRENT_USER\Software\NRage\DX8InputPlugin200\Controls]
"{D489AE00-DEC4-11DA-8001-444553540000}"=hex:00,00,00,00,00,08,01,03,04,00,00,\
00,00,08,03,03,08,00,00,00,00,08,02,03,0c,00,00,00,00,08,00,03,10,00,00,00,\
00,08,00,01,14,00,00,00,00,09,00,01,18,00,00,00,00,00,00,01,1c,00,00,00,00,\
02,00,01,20,00,00,00,00,05,00,01,24,00,00,00,00,01,00,01,28,00,00,00,00,03,\
00,01,2c,00,00,00,00,04,00,01,30,00,00,00,00,07,00,01,34,00,00,00,00,06,00,\
01,38,00,00,00,00,00,00,02,3c,00,00,00,00,00,01,02,40,00,00,00,00,01,00,02,\
44,00,00,00,00,01,01,02
This is there if I shutdown/starting emulator, or starting emulation, but is not set in configuration of nrage plugin, change of state do empty setting, but if I dont do change - set - SAVE - look again(setting still there) - samething change - SAVE - still there - STARTING/ENDING EMULATION/NEW START OF EMULATOR/... - setting is empty
Transfer Pack crash about 2second after start emulation.