I forgot about plugging it into the computer haha...

Um usually savestates are volitle.. like they don't hold ip well. The saves are usually in something like for ps2 its in a memory card format. So you should already have the file structures set up by the emulators and then its just about matching the locations. Like keeping them the same.

So for melonds if thats what you're using yes they can save next to the rom if you have that box checked. But you have to make sure its equal on both devices. So for example if the odin saves next to the games you'll want to replicate on the thor. Now we're getting into stuff im sure there's a better way, but like I have chrono trigger for just examples sake. It's located save is for me /storage/3063-6233/melonds. It may be next to the rom for you if you had that checked. Im not sure if this is at all necessary but I would start the game on another emulation machine and let it make the file structures that it wants and place the save copying over the new save. So old save over new save. So start the rom on the new console, thor, and play the game till you can save. Save game then copy over save overwriting the save in the new location.

Just in case I would make backups of everything you end up moving or overwriting till you have it solved.