Start the yuzu emulator, cave store+ nsp. unpack as romfs folder, do not start the game.
Yuzu emulator will dump you the whole contents of cave story +
only rom is best to have nsp-eshop.
:)
paste the file to the Root SD card arm9loaderhax.bin.
turn on the console, will work with sd card.
Run FBI copy arm9loaderhax.bin. paste CTR NAND.
I had the same problem, now everything works.