Never mind I got them to work. In the ini I had glsl_shader_mame0 set to 6xBRZ when it should've been glsl/6xBRZ, forgot to include the subfolder lol. ...
I feel like some of the default bgfx shaders leave a lot to be desired. The hq2x-4x setting make the image look washed out and blocky and the xbr shad ...