Apparently b8 version is not saving my settings.
I activate the effects, set up everything, get out of the game and when I run the game again, all ReShade settings disappeared.

You need to add and select a preset (as pointed out in the tutorial) and have write access to that preset file. If you don't have write access to the games program files folder, you can either give you access or instead of entering a preset name during creation, enter the full path to a file you do have write access to (for instance in your user profile documents folder).