Screenshots for Mame OSX must be in all in a separate folder with the ROM name as folder name. Kind of weird. If you have a single Screenshots folder with all PNG's in there, you could use Emulaunch or another front end though and have the screenshots work the regular way.
About new versions I don't know, but it seems the whole Emu-scene for Mac has retired, and is writing better earning iPhone apps now.
Emulaunch, Sixtyforce, Mame OS X, emulation.net all dead quiet. Guess you're better off running VM ware/Parallels or Linux