Mh. First, thanks @Latthoff! After a few tries it works for me using RadeonPro, but I'm not satisfied with this solution.
I had the problem with RadeonPro crashing the games as well, that's why I always used the method of manually placing the SweetFX in the game directory. I just found that you can't use RadeonPro with other GPU tools like MSI Afterburner at the same time, it's causing the crashes.
And that's a real shame since RadeonPro just doesn't it for me, I'm using Nvidia cards and I need a tool like Afterburner for a proper OSD and overclocking profiles. Guess you can't have everything, but I still hope there will be a solution without RadeonPro :/