Save your games on one device and continue on the others! You CAN save and load with the game's built-in save capability, which is accessible from within the game, not from the emulator's menu.
*** To play GB/C games, you need to get My OldBoy!. This is by far the only emulator that supports link cable emulation with decent speed. It emulates nearly all aspects of the real hardware correctly. My Boy! is a super fast and full-featured emulator to run GameBoy Advance games on the broadest range of Android devices, from very low-end phones to modern tablets.