Did you try to edit it on the Pi itself by nano /opt/retropie/configs/all/retroarch.cfg ?
No I don't really like to edit / make any changes that way, I lack the Pi confidence...
Yet, it may help to diagnose and/or solve the problem, in case something is wrong with the other methods.
nano is just a text editor for the console, like Notepad. So, the above command doesn't do anything you didn't do before by editing the file with Notepad, or overwrite it with an edited version using WinSCP.
Alternatively, you could install an ssh client for Windows, log into your pi (like WinSCP does) via ssh, and use
nano this way from your PC.
edit: Another alternative to see if the file is written correctly would be to just
show its contents on the Pi itself by this command:
less /opt/retropie/configs/all/retroarch.cfg
In
less, you can browse the file with the cursor keys and PgUp/Down, and exit with "q".
As always, I'm not trying to force you to do anything, just giving suggestions that I think might help.
Again so far for the games I'm using it for I haven't ran into an issue however this for would be nice to clear that dumb screen. I know how to do it I just don't understand why it isn't saving the setting. I can get back into Emulation Station if it can be done that way, I think that's how I did it on my other "Attract Mode" many roms build I can't remember.
I
think that Emulation Station won't help in this case, because the option Skip Warnings in part of RetroArch's core options you can only access via RA's configuration menu when the particular core (here: MAME) is loaded, i.e. a MAME game is running. The standard button combination to access the RA menu is "Select + B" –
if you set the "Hotkey" in Emulation Station to be the same button as "Select" (as most people do, it is a kind-of-standard).
In the RA menu, the option Skip Warnings is located in the Quick Menu, in its submenu Options (Quick Menu > Options > Skip Warnings). Maybe it helps to set it there.
