The message about the controller being detected / configured means that RetroArch starts ok. Can you try and enable verbose logging from the Runcommand launch menu when running the game, then exit the game and copy the /dev/shm/runcommand.log file over. Post it's contents on pastebin.com to take a look at what might be the error.
You'll probably need to enable SSH and use WinSCP to copy that file, since it's not available via file shares.