Using Retroarch 1.9.11 in Linux Ubuntu 20.04.
When creating a playlist for Atari 2600 Stella core was selected a folder with the files named below
Demos.zip
Educational.zip
Programs.zip
ROMs 1.zip
ROMs 2.zip
ROMs 3.zip
ROMs 4.zip
Playlist creation to search inside files is enabled.
The playlist is created with issues only allowing start few games.

Not issues with zip files because open correctly in Stella.
Unhappily not is possible create a playlist to point to a zip file and browse inside to select a rom.
Using Retroarch 1.9.11 in Linux Ubuntu 20.04.
When creating a playlist for Atari 2600 Stella core was selected a folder with the files named below
Demos.zip
Educational.zip
Programs.zip
ROMs 1.zip
ROMs 2.zip
ROMs 3.zip
ROMs 4.zip
Playlist creation to search inside files is enabled.
The playlist is created with issues only allowing start few games.
Not issues with zip files because open correctly in Stella.
Unhappily not is possible create a playlist to point to a zip file and browse inside to select a rom.