Some games require acces to depth buffer to allow reshade to create depth based effects like DOF and AO.
Here: http://reshade.me/compatibility is list with little description about how each working with reshade. If in description of your game on that list you see "No depth buffer access." then no DOF, AO for you.
We've established that, DiVine.
And most of the games in the compatibility list are using outdated reshade versions for the tests. Most aren't even up to version 1.0! That also doesn't account for things like being online, where depth buffer is disabled.