As of right now:
Phantasy Star
Kingdom Hearts
Pokemon GS
Any Tales game
Scribblenauts
Megaman Starforce 3
Ragnarok Online
osht--
Golden Sun DS, definitely
Miles Edgeworth
Cop: The Recriut
Might be the DSi.
As for SavSender, make sure you have all your settings right [ip, ports, etc.] and have all the necessary tools.
It didn't work for me either... until I double-checked my ports. lol
only ps5 updated to latest firmware can go on psn, jailbroken ones just don't use psn or they risk getting flagged or banned, altho spouting profanity in online play alredy does that