Check the following: When you click on 'System' in the PCSX2 window, ensure Enable Cheats has a tick next to it. 
If not, click it.
I'll have to convert those codes, but there's some odd ones mentioned for pcsx2. It may also be a problem for those using the english patch (which I'm using) by the looks of it, as some people are struggling to get the standard codes working, ahh. Jan 26, 2018 - Kingdom Hearts 2 Epi 1 with cheats in PCSX2. The KH2 Patcher is an universal tool to patch any file for Kingdom Hearts II Final Mix.
Ensure that the cheats file is placed in PCSX2 /Cheats and is named F266B00B.pnach (needs to be a.pnach. Best way to edit these is Notepad++.) Add this to the top of your cheats file if you haven't already: gametitle=Kingdom Hearts II Final Mix [SLPM 66675] (J) // no depth resolves zerogs=00008000 fastmemory If a line has '//' before it, it is ignored. Make sure this is not the case with your cheats.
Example: //Infinite Health //patch=1,EE,200FE000,extended,8C820004 //patch=1,EE,200FE004,extended,0806891E //patch=1,EE,200FE008,extended,AC820000 //patch=1,EE,20166CD8,extended,0C03F800 The above code does not work, because it ignores the lines with '//' before them, i.e. The whole code. Instead a code should look like this: //MP Charge ends instantly patch=1,EE,201A1D78,extended,10000006 Notice how there is no '//' before the actual line of code, but there is before the name of the cheat.
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Finally, make sure that you have the codes formatted correctly, as shown above. The MP Charge code I just showed you originated from the codebreaker cheat 201A1D6. This format applies to all cheats, although old versions used ',word,' instead of ',extended,' so make sure you change that as appropriate. Sorry if I sounded patronising, just making sure you haven't done any of the above wrong. Any problems, reply to this comment and I'll do my best to help. Yea i went back and had a look through and thought it was that, and it turns out i already had a pnach file that was called F266B00B and it was set up like you said, but when i went on the first link I coped and pasted the codes i wanted (to give me every weapon) and i loaded up the game it did not work i still only had my normal keyblades, what am I doing wrong? Its all right i had a feeling we would live in different time zones, the fact you are replying is great, i don't mind waiting a bit for help.
It should look like this, did you check? //All Sora Weapons patch=1,EE,0032F0D1,extended,00000062 patch=1,EE,1032F0D2,extended,00006262 patch=1,EE,1032F0D4,extended,00006262 patch=1,EE,0032F1AB,extended,00000062 patch=1,EE,0032F1AC,extended,00000062 patch=1,EE,0032F1AF,extended,00000062 patch=1,EE,4032F1B0,extended,00040001 patch=1,EE,62626262,extended,00000000 patch=1,EE,0032F1C8,extended,00000062 patch=1,EE,0032F1C9,extended,00000062 If that doesn't work, try changing ',extended,' to ',word,' since you're on an old version. Also, make sure you have PCSX2 closed when you edit the.pnach, and also be sure you save and close it before opening PCSX2. If it really doesn't work, I could try sending you my.pnach file, or perhaps you could try updating to the latest version.