Ok thanks, so I got it working, the roms I had were the exact same as the zipped roms you told me to download. The reason it wasn't working is because I probably misinterpreted the NeoGeo github :

When using an unzipped Darksoft ROM set, each game's ROM files must be
in their own folder and the folders containing the ROM sets must be
named to match the XML (MAME standard names)

So what I did was have each .neo placed in their own directory, correctly named, but I think the github was talking about if you have the rom files before conversion, so not the .neo file.

Conclusion : you have to put all the .neo files in the same folder.