It is weird that the Switch pro controller is not working natively in the GOG version, but works fine if you lunch it through the Steam overlay. It is the best controller i own, so i would love to use it instead of the xbone one without having to use Big Picture, as it messes up with my desktop, but no such luck :(

Well, the game most likely uses Microsoft's Xinput API. The MS implementation of this API doesn't support HID input devices (like the Switch Pro Controller and other non Xbox compatible gamepads). It works when you launch the game via Steam because of Steam Input Gamepad Emulation, see https://partner.steamgames.com/doc/features/steam_controller/steam_input_gamepad_emulation_bestpractices.

Alternatively you could use something like the ViGEm Bus Driver with the BetterJoy client to simulate an XUSB device which gets picked up by Xinput.