Verify your save file region matches your game ISO. An NTSC-J Narutimate Accel 2 save will not load on a PAL Ultimate Ninja 5 ISO.
You can find 100% complete save files on various community sites and platforms:
Use a tool like mymc to import a single .max save file into your existing Mcd001.ps2 file. 4. Load the Game Launch Naruto Shippuden: Ultimate Ninja 5 via PCSX2.