when you rebuilt the roms, did you get any errors? in my experience i’ve normally had to get a hold of the actual correct mame version (eg, 0.78 for lr-mame2003) as a base, and scan/rebuild to confirm the integrity of it.
secondly, i’ve always put the entire contents of the mame set (or at least my rebuild) in the relevant directories. if you pick and choose individual .zips you could get into the situation where you’ve got a clone in there, but not the parent. only the parent zips are self-contained.