If you haven't tried this already, install ReShade 4.4.2 and on dx11 window, make sure that: "Copy depth buffers before clear operation" and "Copy depth buffers before stencil clear operation too" are checked.
Not sure if this will work for you, but it worked for me. I couldn't get the depth buffer to work with the latest ReShade at all in Bioshock Infinite, since the "Copy depth buffers before stencil clear operation too" option is missing in the versions after 4.4.2, but it works perfectly with this option checked in 4.4.2