Snes9x.com

Does the HLSL shader support actually work? .fx is not in the file filter when you select a D3D shader. I tried to load a .fx file from DosBox, and it just said "Error loading HLSL file".

If it does work, where is an example of a working shader? Is there a way to get any additional error output? Nothing shows up in stderr.txt

The reason I want to use HLSL, is I have a shader that I use with multiple emulators, and the less shader formats I have to support, the better.

HLSL/GLSL support still works, but you can consider it deprecated. It was based on the bsnes shader format, which has since been abandoned.

You're basically stuck with cg/cgp shaders, where snes9x/win32 has implemented the retroarch format. This will be kept up to date.