Unfortunately, there are known controller issues in Catalina, which would need to be addressed in a game update (which has been discussed, but there is no estimate for if or when that may happen).
Copying the GamePadDefinitions.plist from D:OS 2 to the D:OS EE app file may help; here is
a link, if you do not have D:OS 2.
Do you have Playstation controller support enabled in Steam? Did you try adjusting the controller configuration in Steam?
