I paused MAME and saved a game but MAME automatically continue the game.
How can I keep pause after save state and/or load state?
I am creating multiple video files, connect successful parts together for display perfect gameplay show.
At this time, save states do not have this mechanism. You'll have to record raw video and manually splice your video together. The Lua scripting functionality may eventually be made to allow more control over a game's emulation and states, but for now what you are asking isn't possible from the base MAME emulation.