Installed Nik Collection 4 for use with photoshop CC 2021 on a Mac. When I select the nik filter and go to Silver Efex and apply the filter when the photo moves back to photoshop the filter has not been applied.
I haven’t encountered that with PS but I have with other applications, I think some bugs need ironing out. Have you submitted a web support ticket explaining the process to replicate it?
Submitted a problem report and am working with the NIK folks.
@Batman47 Well at least you got a sensible reply, support messaged me and asked me if I had tried rebooting the computer, and asked to supply screen shots of the problem ! 
Not sure they even read my email carefully. Which detailed the problem.
I had the same problem on a regular basis with the previous version of silver FX .
I just purchased the product and am seeing the same issue with both Viveza and silver fx.
Disappointed as this is the first thing I’ve tried with Nik and it’s not working.
Eagerly awaiting a reply!
I had a problem of the filters not exporting back to photoshop. I had to automate the nik selective tool and then open the settings on the bottom of the selective tool. The app loaded with “apply filters I’m NIK” which I had to change to “apply filter in photoshop.” Don’t know if that is the problem you have.
I have same problem .Works in LR but not in PS when I use via FILTERS - NIK COLLECTION - Silver Efex Pro 2.
It will work if I go to FILE - AUTOMATE - NIK SELECTIVE TOOL 2 - SilverEfex PRO 2.
Its a real pain. Hope they fix!
The support desk sent me a link to reinstall the NIK collection and it seemed to resolve the problem with my M1 MAC. The tool does not always open when import a photo to photoshop but I can at least open it manually.