https://bugs.winehq.org/show_bug.cgi?id=54333
--- Comment #3 from Rafał Mużyło galtgendo@o2.pl --- It's another one of those due to highly incomplete support for compiling shaders in text form in vkd3d-shader.
Check 'loaddll' channel. If you're lucky and its dx9, chances are native d3dx9 dll is a valid workaround.