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Before trying to troubleshoot ePSXe, give Duckstation or Mednafen a shot. ePSXe is very old by now and, while it hasn't aged as poorly as perhaps some other emulators from around the same time period, it's been surpassed in every way by modern emulators.
I've used this on multiple Windows 10 machines without issue. https://github.com/nefarius/ScpToolkit/releases
You might be trying to play too old of a game that either has a 16-bit installer or is 16-itself, which 64-bit windows doesn't support natively. You can try to install WineVDM and see it the installer runs, if it does you should be good to go.
What do you mean by this? If you want the latest release available (April 1st, 2020), it's here.
The short answer is bsnes, which has 100% compatibility with every SNES game, has tons of features and is generally designed for ease of use. If widescreen is your thing, check out bsnes-hd.
I don't have a greatly informed opinion on whether it's worth upgrading from a PSP, but I have played around with 3DS homebrew quite a bit and can give my input. Nah, DaedalusX64-3DS doesn't run "well". I'm using New 3DS as my baseline so I'd imagine old 3DS would be even worse. It's made a lot of progress, but your guess is as good as mine when it comes to whether we'll ever see fullspeed N64 on 3DS. My guess would be no. Maybe with lots of hacks and frameskip.
Sprite-based games with no or few 3D elements more than likely run fine, but I'd imagine you'd care more about playing Zelda and stuff. That's a no-go, but Super Mario 64 has a native 3DS port that works flawlessly.
I think the problem could be that PS4 controllers are recognized in Windows as DirectInput rather than Xinput, the latter typically being more compatible with most emulators (and programs, for that matter). Have you tried DS4Windows?