I figured it out, maybe it will help someone:
Since Arrows don't work in "unsupported" gamepads, you should check if X/Y-axis recognition works with your pad.
With my pads, it works partially: it can only detects if an axis is chenged or not.
AXIS LEFT returns value: X: -100, Y: -3,94620574123
AXIS RIGHT returns value: X: 100, Y: -3,94620574123
AXIS UP returns value: X: -3,94620574123, Y: -100
AXIS DOWN returns value: X: -3,94620574123, Y: 100
It doesn't detect the real analog axis deflection between -100 and 100, but it's good enough.
NOTE that the value of -3,94... is understood as NO movement in that direction (on my pads at least).
With that, we can do something like that:
Gamepad Gamepad 0 Left Analog X Axis < -10 : LEFT
note, I used value of -10 not 0: this gives us detection of a LEFT button in a range between -10 to -100 (because -3,94... means no movement), so -10 gives us some safe margin.
Hope it helped someone :)
This behaviour will simulate "on button down".
If you want to simulate "on button pressed" (once), you need to add a "Trigger once if true" to the event.