If the emulator doesn't read the save from another location, and you're not load saved states, then it should not have another location to 'magically the read the old save from'.
Make sure that you're setting the changes into the save, then exporting the edited save out of PKHeX.
One way to check, is to close PKHeX completely after such an edit, then reopen it, and load the edited save, and check if the edits are still there.
Additionally, some emulators have an option that you can "import battery save" or "import save" outside of loading from the battery folder. Maybe use that option to load the edited save instead.