Hi da
Ok, so its not a Direct x problem so it looks like a GPU setting problem.
Your GPU control layout maybe different but the principal of the changes needed are the same.
Post #8 Changing The GPU Settings
Post #9 Changing AMD Radeon GPU Settings
SH4 with Windows 10 should not be a problem and needing a compatibility mode.
It is however important to run your applications (any that has a .exe) as administrators, this does make a big difference to the stability when loading the game.
Also make sure your game is not installed in the Program File (x86) directory as this has restrictions.
Peter