Two issues I got are some applications like Discover that have a transparent background don’t have the blur effect on them. And some applications and places like the sidebar on Dolphin (first image) or system popups (second image) have completely opaque backgrounds.
I use “Darkly” application style and window decoration with a custom color scheme.
I tried “Better-Blur-DX” a while ago, but removed it because of some problems.
Instead, I decided to stick with the regular desktop effects named “Blur” and “Translucency“.
I think it might be a good idea to try using such third-party add-ons one by one in order to see which one is causing which problem, and look for a solution through their own channels, e.g. “Issues” section of the relevant GitHub project.