The R4 is just a pain in the ass like that. It can only show so many codes at once, and a lot of times, when someone edits the Cheat.dat file, they don't follow one step to make them all show up.
Open up the Cheat.dat file with an editor and delete or remove all of the codes for all of the games you won't be using the codes for. I just deleted all of the (J) and (E) ROMs I had codes for, since I rarely download those anyway. Then, before you exit the editor, make sure you click on Apply Sort when you are finished. If you miss that step, you might not have any cheats show up at all.
That always works for me, and it makes the cheat database a bit smaller.