Anti-aliasing is off, in both the dgVoodoo settings and the general video card settings as well. Anyway, ReShade does work if scaling (forgot that can stop ReShade from working with depth) isn't changed and anti-aliasing disabled (in-game, driver or DgVoodoo), and it works well.
I can't remember where I came across this information, it was a long time ago when SweetFX and ReShade were new and people complained about it. ReShade on it's own can't use the depth-buffer if Anti-Aliasing is enabled at all, something to do with how Anti-Aliasing works and where ReShade is trying to inject into or something.