I am playing GBA FFVI now and I had the same issue with saving as well. However, I found a way around it on my Dingo A320 li938 pawed console:
Using the Save State in the GBA emu menu CORRUPTS the game file. If you want to use the save state for this game, use it FIRST and then save in the game menu options when at a save point or on the world map. The file will be corrupted, but when you save here, the corrupted file will be fixed.
Personally, I've beaten this game before on a SNES emu on my pc, so now playing it on the GBA emu on Dingoo already knowing what to expect in the game, when and where to level up, ect. I have found that using the save feature in the game menu options is enough for me and don't even use the save state because I find it unnecessary for this game. So my advice is either to not use the save state feature or if you do, use it FIRST and THEN save in the game options menu before you exit out of the game.
I LOVE THIS GAME! My only issue with it is that you have to do A LOT of leveling up, past the point of ad nauseum. Because I've played it before and would like to continue on without having to level up so much, I'm curious about putting cheat codes for it on my dingoo. Does anyone know how to do this?