The latest version of Catalina changed how controller input is being reported. This should be fixable from the GamePadDefinitions.plist file in the app container, which you can manually update. Open the Divinity Original Sin.app container in the install folder, rename the current GamePadDefinitions.plist file (under Resources; see here for the container structure) and copy this version there. This file has been updated for PS3 controllers, at least, but I'm not sure if PS4 controllers were updated yet. If this doesn't help, let me know and I'll check with the Mac programmers.
IIRC the App Store version is installed directly in /Applications.