Thanks mate, worked like a treat! Now the Redux experience is complete.
Merry Yuletide 
Ah nice, glad to know that was the issue.
That was the first thing that came to mind, and then realizing the Kakariko Shortcut patch used a Headered ROM as the base, made me almost certain that could it.
Glad it was an easy fix! I might add this optional patch later on, perhaps post-Christmas, but at least it's good to know it's working for now.
@Shadow
That reminds me, I once tried combining Redux 8.x with Hyrule Explorer 0.4, but no such luck. Could that actually be done headerlessly too? And if it does, will they work also with the headerless PowerPanda's? Those three don't seem to conflict with each other, at least gamewise.
What's Hyrule Explorer?
Is it a hack? If it worked before and doesn't now, it might be a similar issue to that above.
Simply try using a headered ROM and patching that one over, and if that doesn't work, try a headerless ROM instead and then patch it over.
If you can't find a headered ROM, simply fill the first 0x200 bytes of the ROM in a Hex Editor with a bunch of 00s and that should give you a similar result to a headered ROM (although with wrong checksum).
Hey!
So the "doesn't save into another slot than the one loaded from" thing is reproducible in FCEUX.
Maybe it was never intended to work this way? I've noticed that Zelda 2 Redux doesn't even prompt selection of slot when manually saving, it just saves to the slot loaded from.
I'm still not sure what you mean by that. If you can reproduce it with FCEUX, perhaps making a movie with it could help so I can see what's going on on my end.
Both Zelda 1 and Zelda 2 save in the slot you load from. It was always intended to be that way for all Zelda titles.
You can't save into another slot. You manually save and that slot you loaded and manually saved from is the one that gets saved. The Copy/Erase system only allows you to copy an already created file into another slot, same for the Erase option (it's simply another way of naming the ELIMINATION MODE from the original games).
UPDATE:
I have merged the latest minor fixes I made for the Bombs and Arrows to the GitHub repository:
https://github.com/ShadowOne333/The-Legend-of-Zelda-Redux/tree/master/MMC1/patchesWhat should be changed:
- Bomb item drops by enemies should now give 5 bombs instead of the default 4
- Maximum bomb amount when starting 2nd Quest after finishing 1st Quest should be 10 instead of the default 8
- Arrow item drops by enemies should now give the proper 5 arrows to the counter on the first drop
- Link no longer shares color with the sand floor in all the Dungeons with sand floors (Dungeon 2, 3 and 7 from 1st Quest and Dungeon 5 from 2nd Quest)
Please give these changes a proper test in-game. The bombs should be no issue, but I'm also interested in the Arrow drop fix. I need someone to test that you can obtain Arrows normally, and that you can get the Silver Arrows and grab another arrow drop and still retain the Silver Arrows.