I recently picked up a JAP vers Zombie Revenge for my DC, which is PAL running via DCX. I can play the 1st mission no problems, but as soon as the episode 2 screen pops up I return to the DC menu screen?

Thinking this was kind of odd I fired up my JAP DC and tried again... With this console the episode 1 screen starts and BANG back to the DC menu?

I then tried the rest of my collection on the JAP console:
SFZ3 - resets wont play?
Biohazard 2 - dies after the intro movie?
PenPen - resets wont play?
All Revert to the DC menu screen?

Space Channel 5 - fine
Cap Vs Snk 2000 - fine
Soul Calibur - fine
F355 - fine
Daytona - fine
BioHazard CV - fine
Crazy Taxi - fine
Sega rally 2 - fine

What is going on