Never seen anything like this.
Apparently DX9 is correctly installed, otherwise you wouldn't get even this.
Any mentions of erros in EnhancedShaders.log?
And look if you have
line in the d3d8.ini file. This D3D9Ex is supposed to work better, but may cause issues on some configs.
Sorry, disregard my previous post, a reinstall did the trick. Possibly mods corrupted the previous installation.