I have inserted the three game disks into the three first disk drives, I chose the A500 model with a 1.3 Kickstart rom and clicked "Start". Here, the intro sequence begins, but I left-click to skip it, but after that... nothing. I can wait there for 2-3 minutes and nothing happens. No music, no message to change disk or whatsoever.
I looked at the configuration I used for Amiga L2 on my XP computer. Under "chipset" I have "chipset type" set to "ECS Agnus" and "Misc chipset options" set to "Cycle exact CPU and Blitter". Not sure if that really matters though.
It does take a long time to load even on my computer, but you do relatively quickly see it go into the Psygnosis screen after skipping the intro. Then maybe 40 seconds later it transitions to the DMA screen and starts the main music, and then another minute or so it finally transitions to the main menu screen. Yep, it's slow.
That's why I immediately make a savestate once it reaches the main menu screen!
But in your case it sounds like it's stuck much earlier, at what should've been a fast transition, namely from the skipped intro to the Psynosis screen. If the configuration changes I noted above doesn't help, I could try uploading some of my files for you to try.
There's only at the very beginning I get a "Direct3D: Newer DirectX Runtime required" pop-up with the link to get it, but I'm playing using DirectDraw, and the download provides updates to 9.0c and previous versions of DirectX, where I have DX11...
You could try
not skipping the intro and see if the intro is working, if it does then the DirectX stuff probably doesn't matter. That said, I
think DirectX 9.0c can live side-by-side with DX11, so you could still try the link and see if it helps, though I kinda doubt it.