This game (wofh/wofha) has been patched in MAMEPlus and FBAs.
The stage order has been changed, if not it will down in Stage 1 which is Stage 7 in original "Sangokushi II".
So before adding these hackroms to your build, remove the patch which named "Stage Order" under wofh in cps1.c

In arcade and Nebula, enemies can give players much more damage than what they do in MAMEPlus and FBAs. 
No one knows why.