Heres how i get Gameshark 2 v4.1 to work.I have a mooded ps2. 1.
Load GS depending what boot method your chip uses to boot a ps2 cd-based or ps2 dvd game and use that mode. 2.
Select game and cheats you like to use and then press x and tray will open 3.
Swap out GS disc and put in your HDA disc and press x and tray will close. 4.
Wait for HDA game list to come up and choose the game you have the cheats activated for and press x and game should load with cheats. 5.
This is the method i use and it works great...