I learned a lot about shaders from the Reshade.me forums. Not sure if it is exactly the same, but their work is based upon the HLSL language. In fact there is a 3D-Depth shader there, but it didn’t work in my application.
In VorpX config, in the General settings, bottom right checkbox, it says “G3D Shader Authoring”. It only works with unofficial profiles though, for obvious reasons. The official profiles are tweaked just right (thanks Ralf!), but there are numerous other user profiles to try your hand at for the shader tool. Have fun! (Btw, like the config window says, after enabling the Shader Tool, when in-game, just press CTRL+END and a new window will appear)