Oh, why, FotRSU is better, of course...
- but seriously, this is based on the v1.7 TMO, but it ain't nowhere near as tough as TMO. It is dolled-up though, to be prettier, and it definitely has more ships and planes. TMO benefits from the use of a Large Address Aware app, but with FotRSU, it is mandatory, else the game will crash. To double-check your LAA activation, just load SH4.exe (NOT the ico file) into LAA, and if the tick box isn't checked, then that means it didn't "take" the first time, which usually means that the "Read-only" attribute is set. If such is the case, navigate into the game folder, right-click on SH4.exe, and choose "Properties" from the resultant context menu. The first tab is the "General" tab, and at the bottom of that should be "Attributes" with a tick box for "Read-only". If it is empty, you are good to go. If it has a checkmark in it, clear and "OK" your way out. Do LAA again.
My last install of SH3 Steam no longer had a DirectX v9.0c install prompt, but when I first started the game, it did install DirectX v9 and the codecs. Don't interrupt that process if your Steam SH4 does that. Usually speaking, if there is a DirectX failure, there is a 3D failure message. If there is a version problem with SH4 (Steam v1.3 versus UBoat Missions), it is usually the Black80.tga file that is mentioned, not the VolumetricFogPS.fx file... that's why I'm guessing an LAA issue.