@Steve_C78 which shaders? which specific emulators? please fill out https://retropie.org.uk/forum/topic/3/read-this-first including verbose log
please read https://retropie.org.uk/docs/Shaders-and-Smoothing/
overlays + shaders compound the performance drain, so may not be feasible for all games. reducing resolution will help performance but reduce fidelity such that scanline shaders look awful, for example.
if you're seeing the thermometer icon, your pi is overheating and reducing internal clocks to reduce the temperature. fans/better case will at least allow it to throw as much power as it can at your config.
