I think this topic should be in "Help and Support" as I would have expected someone to have responded by now.
You might have a similar problem to the one here: https://retropie.org.uk/forum/topic/18637/zero-delay-joystick-not-working-upleft-and-downright-directions-others-are-good-i-m-running-a-pi3-with-retropie/4
I did have a similar problem to you (but not the same) with zero delay arcade joysticks. I fixed it. Try this first. The 5 pin connector may be attached the wrong way around. I bought 4 or 5 similar joysticks about 3 years ago. The connector (ie the connector to the joystick) connects both ways but only one way is right. When I connected mine upside down, it would read only a couple of the directions until I turned it the other way around. I found back then there was no way of telling which way was right and which wrong - at least when connected to the Pi.