there is no such setting in the linux plugin, here is a screenshot from 2.8 (or is it 2.0.8) plugin settings :
i think that if there are parsing errors, that means that the files are in a right place, right?
i'll try with ~/.epsxe/shaders now
edit: okay, i found it - i had to edit config files by hand. now i'm looking for some working shaders, since i'm getting even more parsing errors.
edit2: works. most shader files need to have a final empty line, no blank lines in the middle, and main(){ has to be changed into
main()
{
aside from converting line ending codes with dos2unix tool. weird.