As you probably noticed, turning off Steam Input seems to work fine - game plays great with Dualsense icons are correct. I suspect the fault is Steam's, and not Veilguard's, since it natively maps the controller properly.
Obviously that means you can't remap the buttons for screenshots and video, but I feel like I'm already using all the buttons on the controller just to play the game!
I use the keyboard for grabs, which is super easy now that Steam has added automatic recording. It just records the game as you play and if you want to save a clip of the last x second/minutes, you can pause the game and hit the keyboard shortcut to save the clip.
That won't work for your requirements?