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I use a PS4 controller natively, game lets me navigate menus and such with the left analog stick but not the DPAD. If I use XOUTPUT (https://sourceforge.net/projects/xoutput/) to emulate a 360 pad, I get the same issue. Other games recognize the DPAD fine so it's not the controller.
Ok, after remapping it in game it works. The game saw the DPAD but doesn't use it by default.