Hi Croshy
My sincere apologies I mixed up SH3 and SH4.
The only video option is the Full screen tick box as I described before.
Hopefully you made a copy of your last SH3 install.
Make another copy of it, install JSGME and try running an un-modded SH3 game with just the Ahnenerbe's 1920 x 1080 Wide Gui Final mod in JSGME.
Enter one of the Naval Academy's options and see if you get a full screen.
Your Video Option should be showing a tick in the Full Screen recognizing that you have the mod enabled.
Download Link.
Ahnenerbe WideGui 1920 x 1080 Final
Peter