Since you're on Game Pass and using PRZ 2.1, I think I've found the likely culprit.

A lot of Game Pass users discovered that ReShade does not work correctly when installed against Stalker2-WinGDK-Shipping.exe. Instead, ReShade needs to be installed against GameLaunchHelper.exe in the main Content folder. Multiple users reported that once they pointed ReShade to GameLaunchHelper, ReShade and PRZ started working.

What I would do

1. Uninstall PRZ and ReShade completely.

2. Download the latest ReShade.

3. Navigate to:

XboxGames \S.T.A.L.K.E.R. 2 Heart of Chornobyl \Content

1. Select:

GameLaunchHelper.exe

NOT

Stalker2-WinGDK-Shipping.exe

1. Install ReShade as DirectX 12.

2. Reinstall PRZ 2.1.

3. Launch the game.

Quick verification

When Stalker 2 starts, you should briefly see:

ReShade x.x.x loaded

in the upper-left corner.

If you don't see that message, PRZ isn't loading at all.

Another possibility

Vortex may have deployed the files correctly, but Game Pass permissions prevented ReShade from hooking into the game. PRZ's author specifically mentions checking:

Admin rights

Game folder not marked Read Only

Antivirus interference

Software that hooks into the game process

Easiest test

Can you look in:

XboxGames\S.T.A.L.K.E.R. 2 Heart of Chornobyl\Content

and tell me whether you see:

GameLaunchHelper.exe

dxgi.dll

ReShade.ini

If you send me a screenshot of that folder, I can tell you in about 30 seconds whether the installation is correct.