I cannot imagine UAE runs fast enough under OS4 to be fun, especially on a BPPC 160MHz 603e. I doubt even a 233MHz 604e is much fun.
Seems stoopid to use UAE with "OS4 classic" when the Amiga's hardware and a perfectly good 68k CPU is in the box.
If you must use OS4 then create a dual booting setup with an OS3.9 partition so you can reboot to play games using WHDload.
(Or more likely, create an OS4 partition that you use once and takes up a load of room on your hard drive!)