I bought new controller and mapped it through DOSBox Mapper (CTRL+F1) just like the old one. The only difference is that my new controller has 2 analog joysticks.

Apart from other keys, I mapped arrow keys to d-pad and 2 analog joysticks left unused. However, when I start random game via DOSBox, my d-pad does no react to anything and I have to use the left analog joystick instead. After closing the game, I checked my DOSBox mapping again and arrow keys are still mapped to d-pad.

All other emulators (nes, snes, psx, ...) use d-pad, also retropie menu uses it as expected. Obviously there is some issue with DOSBox mapping, I just don't understand why.