I converted the GLSL xBRZ shaders to BGFX. The 6xBRZ shader does not compile under DX9 because its too complicated. I had to fiddle with the make file to get the 6xBRZ shader to compile with the other backends.
The files in bgfx directory of the attachment go in the bgfx directory next to your mame executable.
The files in source directory of the attachment go in /mame/src/osd/modules/render/bgfx/shaders/chains/xbrz.