By the way, when a WHDLoad game is started for the first time, I keep getting a notice that the Setpatch is not found. Why is that, and what might it affect?
Setpatch will only be there if it's needed.
From my own experience with WHDLoad games:
1. You need a full complement of ROMs (1.3 and up). It sounds like your Amiga Forever ROMs are still encrypted, if you have a Windows install I believe the ROMs are decrypted after first run of the Amiga Forever emulator.
2.
Not every WHDLoad game will work - partly because the A600GS uses JST instead of whdload. Use ADF/ISO/HDF instead, or you can run them from an Amiga OS install (you'll need to install whdload).
3. Enable "Faster Chipset" and/or JIT as a last resort. They're just as likely (if not more so) to cause problems as fix them.