I was just spitting the null sprite from random places when this happened.
EDIT 2: This the movie file and the anchor savestate file, Lsnes can work like that. Go to File > Load > Movie and select this file. After that, go to File > Load > State and select this file again, so the anchor state will be loaded.
Playing this movie from the beginning will result in a desync, because I used some cheats in Yoshi Island 2. Those cheats, however, have no influence in Yoshi Island 3.