I won't have time until the weekend to try to record or take screenshots - but let's try the most simple approach. Start over from scratch, delete everything you've done.
Install the game, nothing else (no dgvoodoo, unfinished business, etc.) (For myself - I don't actually install the game, I copy everything from the disk to a folder I make where I want the game installed, still works the same and you don't have to have the disk in anymore, but you should be able to actually install it and have the same results)
Run the game and try to get the F7 switch to happen. Look for change in the clouds or the door/shadows like my pictures showed.
Then once you have that settled, add the Unfinished Business mod.
Then add the dgVoodoo files to the games folder so it's easy to find, copy the .dll files from the MS - x86 folder into your main game folder and set up your dgVoodoo how you want.
Now I just set this all up again to test it, and since it was a "new setup" I had one other problem that you may or may not have. So only do these steps if you have the same experience.
Once I had everything setup and I ran the game, it came up in a small window in the middle of the screen. So if you push F8 it switches to Fullscreen. It looked weird the first time I did that, and I justt had to exit the game and then start it again.
Then the game came up oversized onscreen because I have my screen scaling set to 125%. So to fix that, I had to right click the game exe and go to the properties, set the compatibility to Disable Fullscreen Optimizations and Change high DPI settings - check both boxes.
Hopefully that gets you where you want to be buddy. I think if we have several people getting this running right, we should contact the PCGaming page about the fix to the lighting! 🙂 Good luck, let us know if you get it working, sorry it got so convoluted in there! This is the most simple I can make it - and it seems like it works fine, at least for me!