I just tried Super Mario World 2 - Yoshi's Island with the SNES softcore. I played the game for a few minutes and I saw no video defects.
The SDRAM module connects to the DE10-Nano with a single long connector that connects to the GPIO header and also 2 pins that go to the Arduino header. It is possible for these 2 pins to bend out of alignment and so not go into the Arduino header. This happened to me once and it resulted in memtest constantly reporting errors every passing second. Also I have found that the FPGA System On A Chip needs cooling by a fan, heatsink or both for memtest to run and report no errors. So maybe if the SOC chip is not getting cooling it could cause a softcore that needs the SDRAM module to be buggy
. Link to memtest download > https://github.com/MiSTer-devel/MemTest_MiSTer
Also if you are using a usb otg hub for keyboard, mouse, games controller then you need to provide extra 5V power to it.