Basically running a game with ParaLLEl core with run-ahead enabled and second instance will give a "Failed to load state. Run-ahead has been disabled." message, which is fine, however it doesn't "re-enable" run-ahead when you close content, so if you start another game with a different core that supports run-ahead you'll get the same message and it won't work... Only solution is to restart RetroArch :/
Mentioned here a while ago: https://github.com/libretro/RetroArch/issues/11116#issuecomment-668111891 but completely forgot about it :p
Basically running a game with ParaLLEl core with run-ahead enabled and second instance will give a "Failed to load state. Run-ahead has been disabled." message, which is fine, however it doesn't "re-enable" run-ahead when you close content, so if you start another game with a different core that supports run-ahead you'll get the same message and it won't work... Only solution is to restart RetroArch :/