If so many different disc images fail, then the suspect might be the kickstart rom used. You do have a kickstart rom, right? Which one is it? I would advise to use an 1.3 one for A500-era games.
And yes WinUAE is complex because it emulates an entire set of computers with different hardware configurations, not just one console which you are probably used to emulate. But in comparison, something like ePSXe and Project64 is also difficult to use with many bells and whistles.
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