Move the .srm file from Retroarch saves folder to sav in the Mednafen directory and rename the file following Mednafen’s syntax, for Silent Hill the save filename was Silent Hill (NTSC).312ce585124d0a3a3a0f51ccc01bbb11.0.mcr.
You can launch the game in Mednafen, play until a save file is crated and copy the filename.
Tested with Mednafen 1.22.1.