I bought the bundle and so far mostly so good except the only way to exit I know of is F9, I mostly want to play this on my Ally X, Is there any way to exit the game via controller or to at least be able to map F9 to a button? (oh yeah, I'm talking about Resident Evil 1 though I think 2 is the same?)

No.

And, yes, Resident Evil 2 is the same.

Could try using Auto Hot Key to make a script.

ALT+F4 always works.