Can I change the appearance of that screen before I load a game? How can I save the settings I make to that screen when no$gba loads?
That’s the firmware you should have dumped from your DS. No$gba does not have the ability to make any changes to it either with regards to settings or appearance. Changes to the firmware should be made before dumping the firmware from your DS, but I don’t think a custom firmware will work, only the original DS firmware.