Seems I forgot to add the $GAME$.png. This implies that your rom is incorrectly named. The rom names need to match the Vectrex_Overlays image names. (e.g. Armor..Attack (World).png
= Armor..Attack (World).zip
or Armor..Attack (World).bin
)
I have updated the repo and will update the release ASAP.
Edit: The release has been updated. (I replaced the latest release.) To avoid downloading anything, you can make a copy of \Duimon-Mega-Bezel\Graphics\GCE_Vectrex\Vectrex_Overlays\Mega.png
and rename the copy $GAME$.png
.