https://bugs.winehq.org/show_bug.cgi?id=42410
--- Comment #5 from Bruno Jesus 00cpxxx@gmail.com --- (In reply to Michael Müller from comment #4)
Did you apply any patches? Wine git currently misses some features which prevents Banished from using the dx11 mode. When you open the settings again you will see it silently switched back to dx9.
You are right, the game is changing it back to dx9 when I enter options again, sorry ;-)