I assume the issue is happening on both slots right?
wiki.neogeodev.org
wiki.neogeodev.org
wiki.neogeodev.org
The NEO-257 act as a 2 to 1 multiplexer for the sprite data (CR0-CR31) coming from the both slots. The NEO-257 will pass along the active slots CR0-CR31 data to the NEO-ZMC2. So you will want to check all the CR0-CR31 outputs from the NEO-257 are making it to all the CR0-CR31 inputs on the NEO-ZMC2. The NEO-ZMC2 will do its business and send the data to the NEO-B1 as the GAD0-3 and GBD0-3 signals, so you will want to verify those as well.