I went through all 5 stages of denial, anger, bargaining, depression and acceptance. So now I accepted that DeoVR probably won't support gamepads from now on. Using a program to simulate a xbox controller is not that bad. I just pity the new users who have to figure it out themselves.
If anyone is interested, I am using x360ce.exe from jocys.com It works pretty well with DeoVR.
Added: Funny thing is: in the player.log it says:
Default keybinds for GamepadController successfully loaded.
ActionController_ChangeDevice GamepadController Any
So at least DeoVR did try to make the gamepad work.
Same potential problem like before: If someone map the "A" button to something other than the "main button", the mouse will lose the capability to control DeoVR, because the mouse left button is mapped to "A".
On the other hand, glad to see DeoVR now is using XR, AVpro and media foundation natively.