Aww yeah Blaggy WR Hype!

I run on emulator with NES-to-USB adapter from retrousb's site. I'm using MesenRTA as suggested and really don't have issues with any lag input. I know a lot of the top runners (that use emulation) seem to use Mesen as well. I'd give that a shot see if that makes a difference.

Also, FWIW, not sure how you're doing your climbs / wall jumps and I didn't know this until MisterAves pointed it out to me but if you're holding diagonal (up-right / up-left) and try to jump the input won't register.