Just checked. If I use ui.bdf & ui.bdc from mame. The above problems goes away but the following crops up.
I encountered that before when compiling Mame, iirc it had to do with if I used -mfpmath=sse or -mfpmath=387 but I'm not sure. You could try specifying either and see if it fixes it. I've encountered some other weird issues when using mame's 'official' windows toolchain which don't appear when I compile under linux.