I noticed in both GTA V and Fallout 4 that once in a while, after a load screen or after loading my save, SweetFX effects like FXAA stop working entirely until I restart the game (toggling doesn't help). It JUST happened in Fallout 4 for me, and here's the log -
dl.dropboxusercontent.com/u/93831976/Other/dxgi.log
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EDIT: I think only SweetFX effects stop working. CustomFX continue to work, I think, but not sure.