check all your other settings with the dolphin guide then
your dolphin settings are probably messed up, check your settings>advanced>cpu clock speed override, if that is on at all your settings are invalid for this game
Not sure if this has been discovered or not, none of the runs i've watched have used it, In Marty's Escape, it is possible to clip through the sign where you get the 3rd power card for sneak, and then walk OOB around the 1st Gate so you can save the 1st key for the second gate which i would Assume saves time. I'm unable to get a video of it, because dolphin only is able to run this game at 10 fps for me. To clip through the sign run into it from the left edge and spam jump and sneak and rotate yourself and you should make it through eventually.