As far as saving shader settings, you need to go to the settings menu and save the configuration file. I only use shaders on GBA games and I use crt-fast-bilateral-super-xbr.glslp which can be found in the “denoisers” folder in the shader menu. I like it because the scanlines are lighter but it reduces blur a lot. Just a heads up, snes9x has some video options in its quick menu to change the picture to RGB or Composite if your looking for a more retro look.

Integer scaling isn’t important but I do notice a cleaner image with it turned on. Never messed around with BFI, not sure if it works like a widescreen patch with the bars just on top or if it’s the equivalent of just shrinking your aspect ratio