To set the hotkeys, you enter retroarch ( by default it is select/coin + B ) or byaccessing in the retro pie menu
this enters you into retroarch, where you will select input, then input hotkey binds, this section will allow you to map any of your buttons to the “hotkey”
as well as map any of the buttons pressed WITH the hotkey, to perform many different things, from save/load states, filters, cheats etc etc etc.
edit: Â you MUST select save on exit for it to save,
hope this helps!