Thanks jcl and Julz for the insights and hints. I'll check 'em out.

...

But I don't like using your shader library for several reasons. The most important one is that your proposed method solely depends on that lonely default.fx file which is located somewhere, somehow in the Gamestudio installation folder.

I really like the idea to throw my shaders into a project and they run. If they depend on a shader library which is totally engine-related, than this .fx should always be included automatically by the compiler and not by hand with ambigue PRAGMA_PATH stuff.

Really, - how can I assert that the user copies the default.fx into his project? How can I assert that the default.fx is included if the user didn't before? How can I assert that the default.fx is the right one? How can I make sure that this file is published properly along my shaders in the release version of a project?

I can't. I could if it is automatically included and published during runtime. You have primitive models included in your engine, why not the compiled version of the default.fx??

So - the point is: if I could make sure with a single like of code, like

#include <default.fx>

that this library is loaded - than I would use it probably.