I had the same thing happen, critical path only upscaling enabled but no difficulty ratings so I was sometimes running into stuff way too high level for me. Not sure if this is what fixed it for me but they're showing now.
I went into the difficulty options unchecked the show difficulty rating option saved and exited the options. Then I went in turned it back on. They still didn't show up. However the next time I booted the game and started playing I noticed immediately that those skull indicators were there.