I've just tested those three games.
Defender of the Crown works fine, and the 'Buy Army' menu works too. (Soft Reset and Sleep Mode both work). Maybe a problem with your rom?
ChuChu Rocket! works fine (Soft Reset and Sleep Mode both work). The exclamation mark indicates a save problem. It should only pop up for a second or two, then the 'Language' selection screen should appear. I think Flash memory on your rom is not correctly patched to Sram. I know some versions of the EZ Client didn't correctly patch ChuChu Rocket!. Here are a couple of ips patches (attached below). One for the Euro rom, and one for the US rom. Patch to clean roms and don't attempt to run through any client. Just copy the rom straight to the Memory Card. They will also patch in Soft Reset and Sleep Mode. Enter Sleep Mode = L+R+Start. Wake Up = Select+Start. Soft Reset = L+R+Select+Start (don't forget to let go of the Soft Reset keys as soon as you press them, otherwise you may end up bypassing writing the save to the Memory Card. If you bypass save writing by accident, it's easily solved. Just turn off the GBA, then back on, and the save will write (as long as the EZ IV detects a difference in the internal Sram over the .sav currently on the Memory Card).
Tony Hawk's Pro Skater 2 is an oddball that you can't Sram patch in the conventional way. Even though you can patch the Sram successfully, Career mode saving will still fail after you load any another rom onto the EZ IV, then reload Tony Hawk's Pro Skater 2, your career will be gone. Attached below is a ips patch to fix this. Apply it to a clean rom. Either Euro or US rom is fine (they're both the same CRC). Soft Reset and Sleep Mode are also patched in. Same keys as I listed above for ChuChu Rocket!. Copy the patched rom straight to your memory card (don't use a client), and you should be able to embark on a career and save successfully.