I have had to add the line video_shader_enable = "true" to the emulators I want the shader to work in as well. I may not be doing it right, but I don't use shaders on all emulators, so I just use the line in the individual configs to enable it. I did find out the other day that I need to configure the settings within the in-game retro arch config for scaling and nearest vs linear too or else the default to "don't care" and don't look the way I want them to.