Solved
I can't use the controller and I can't go back either.
I purchased the game on Steam, and I have to say I play other games without any problems, like NFS Heat. The problem is that Unbound doesn't recognize my controller, and I can't even go back if I go into the menu, for example.
Hello BentoKing,
Adding it to Steam as a non Steam game and then enabling PS4 controller support should fix the issue.
