when the vmu is pluged in it runs off the mains, batteries don't matter. but yes u can replace the battery, without losing your save.
look we know that u downloaded disc 3, u said that already (not really a technical error).
the error is to do with the warezed disc, my guess u downloaded the US version of the game and you have the pal version of disc 1-2.
u know u can buy shenmue for about £10 these days
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