Some tests with the current versions, February 2025:
ReShade generally works with RetroArch, Dosbox and ScummVM. It also works with Dosbox and ScummVM inside of RetroArch. So the shaders from RetroArch, Dosbox and ScummVM can be combined with ReShade.
OpenGL seems to be the easiest way to achieve this. OpenGL must be selected in every application. OpenGL also supports the interesting RetroArch shader presets "shaders_slang" including "scalefx-plus-smoothing".
OpenGL must also be selected in ReShade. It must be installed to retroarch.exe or dosbox.exe or scummvm.exe - if you use those applications directly. Inside of RetroArch, OpenGL must also be selected in the ScummVM launcher.
Only dosbox-x has a slight problem - the black bars left and right (4:3 ratio) fade to grey / white. I already contacted the author.
Using ReShade on top of a shader / shader preset which is included in the app itself - or just instead of the app shaders - allows you to easily change shader settings in real time.