You can fix "Found no display adapter" easily with dgVoodoo2.
Download dgVoodoo v2.81.3 and extract dgVoodoo2_81_3.zip\MS\x86\D3D9.dll into the folder with nestopia.exe. Put dgVoodooCpl.exe there as well.
It will work through DirectX11/12 and there you can select an adapter. It should...