I can think of a couple things that may help.
You could try SRAM patching the rom with GBATA, which makes the game change its save file format into something that VBA GX may have greater support for. I’m not sure if this would make a difference with the latest versions of VBA GX, but it may be worth a shot.
Secondly, you should make sure your SD card’s write lock isn’t set. There’s a little grey tab on the side of the card, and when it’s in the wrong position, it makes your card read only.
Another issue may be that VGA GX doesn’t actually write your save to the SD card until you return to the emulator’s menu. Thus, if you play for a while, saving at the frogs, and turn off your Wii while still in the game, none of your saves were ever actually written to anything.
If all else fails, you could try using an older version of VBA GX. I’ve noticed the save support on that emulator tends to vary wildly between versions. I know that 1.0.3 works with an SRAM patched rom, at least.