Ah ha I think you miss understand, the button prompts on registering a retroarch controller are referring mostly to the snes controller that has A,B,X,Y face buttons only .
This is the sequence of buttons presses I use for registering a retroarch controller with the saturn pad.
B
A
L-shoulder button (used for select button as the saturn pad does not have one.)
START
UP
DOWN
LEFT
RIGHT
C
Y
X
Z
The rest of the button prompts I leave blank as they are mostly for the Playstation controls.
This works well for MEGA CD/SEGA CD, GENESIS/MEGA DRIVE and 32X emulator picodrive. Just don’t forget that you have to enable the 6 button pad in the emulator menu while running a game by holding the L-shoulder button and pressing Y to toggle in and out of the menu, otherwise it will only use the A B and C buttons.
To save game with this setup hold the L-shoulder button and press Z to save state and X to load state. To change save slot hold the L-shoulder but and press left or right on the D-pad.
Again I must stress that this was made to be used mainly with Sega games and I’m not sure how well this would work with other emulators.