Is Reshade able to work with games that are not connected to Steam?, i.e Watch Dogs 2 if it launches from a different app, in this case the uPlay app.

yes. steam is unrelated to whether it'll work or not, as far as i know. i bought Ghost Recon Wildlands from Uplay and it works fine with ReShade. Also, pretty much all modern ubisoft games purchased from Steam still require Uplay to boot up/launch.

Ok and what should the dll be called for Watch Dogs 2 do you know?

Not 100% sure cause I don't have WD2 on PC, but it should be dxgi.dll, if we're talking about ReShade 3.0+. I don't use older versions of ReShade so no idea what they would be called. Hope this helps!