I have an issue where the characters do not appear when I start a game, the level loads and the music is playing but Head is not there! Getting it on my STe and Mega 2 playing from floppy.
EDIT: I've found it's actually that it takes ages (like a couple of minutes) for the character to appear after first loading the game. It sits there with the level loaded (minus Head or Hells) then a couple of minutes later they appear and I can start playing.