Don't forget some batteries will drain faster than others depending on how much current you are sucking out of them. Don't assume, for example, that a 2500mA battery will last 5 hours with a 500mA current drain. If it was only designed for upto 300mA, then it will drain much quicker.
One way of finding out if this is the case: Charge the batteries fully, place them in your gp2x and play until they seem flat. Put them aside for a few hours and then try again - you may find out that they work again. If this is the case, then you need better batteries that can withstand higher current.
Considering your batteries work in your GP32 for a lot longer says this is exactly whats happening. Try buying some AA batteries designed for digital cameras.
