@larsks I don't use mame4all, so I can't say for sure about the axis, hopefully someone else will be able to.
What might help is binding the arrow keys to input control in mame4all. Technically, if your up/down/left/right is bound to dpad in emulation station, it should also translate dpad input to arrow keys. This is how you are able to navigate the menus like retropie-setup with a controller. You might need to run joy2key by hand before launching mame4all. Not sure.