It is a bit tricky to find the right ones. The file-names and the md5 checksum have to be correct (even upper and lower case).
Which version of Batocera do you use?
For 5.19 you need these files (in brackets behind the last 4 digits of the md5 checksum):
PS2 Bios 30004R V6 Pal.bin (b3a9)
scph39001.bin (323e)
scph10000.bin (4600)
SCPH-7004_BIOS_V12_PAL_200.BIN (a095)
For 5.20 beta you need these:
ROM2.BIN (b468)
scph39001.MEC (43bc)
scph39001.bin (323e)
SCPH30004R.NVM (1148)
EROM.BIN (9cd0)
SCPH30004R.MEC (43bc)
rom1.bin (7139)
scph39001.NVM (a8ae)
SCPH30004R.bin (b3a9)
I found a link to a big packet (53MB size) of PS2 bios files, in the description in this youtube video:
https://www.youtube.com/watch?v=tXB8ytUMIoM
some of the files in this package have to be renamed (you have to check with a tool like md5sum, which files are the right ones)
http://www.pc-tools.net/win32/md5sums/
Do you have any other PC-Hardware to test? Maybe your system is not compatible with PS2 emulation in batocera.
Or did you already test the 5.20 beta version of batocera? Maybe this works for you.