When I attempt to map the arrow keys to the dpad or left analog stick, it doesn't work correctly at all. What I experience is that it will maybe go through 2 commands or so, and then lock up and not accept anymore inputs. However, if I bind other keys to the dpad/stick (ie I just moved the arrows to ijkl) and they work fine. And if I use my actual keyboard arrow keys, they work fine. It's just the controller that struggles.
I'm having this issue in different applications (Steam, ePSXe, and a standalone copy of Mass Effect). Interestingly if I use Steam's controller input for, say, Final Fantasy 8, the dpad/stick work as intended. Also I'm using Sony's bluetooth adaptor to wirelessly use the controller, but I have the same issues if I unplug that and plug in a USB cable and use the controller wired.
Windows 10 v1607 build 14393.693