You're right, I moved it near the top of my init file, and it works

Solved!

Thanks

Kepa <gnu.cognition199@slmails.com> writes:

I have added a custom face, but it doesn't work unless I do "M-x 
org-mode-restart".

The custom face:

(defun yant/apply-custom-faces ()
   (add-to-list 'org-font-lock-extra-keywords 
'("(\\([^)]*?[A-Z]+[^)]+?[0-9]\\{3,4\\}[^)]*\\))" . (0 'shadow prepend)) 
'append))

(add-hook 'org-font-lock-set-keywords-hook #'yant/apply-custom-faces)

I have tried saving the desktop manually, but it doesn't take effect, I 
have to reload org-mode each session.

I suspect that the part of your config defining the hook is loaded too
late. Try to reproduce the problem starting from emacs -Q, as described
in https://orgmode.org/manual/Feedback.html#Feedback