Jasky,
I use the older X52 system and for the most part do not have any issues with the controllers. When I set up my system, I copied a .pr0 file from another forum post and merely placed it in the directory you mention above. I pick this profile from the Saitek profiler menu also just like you state above and ensure that the profile name displays on the throttle LCD display. The one difference is that I have not made any changes to a .lua file at all. DCS recognizes the joystick and throttle as being available and includes them as an input column in the controls option section of the sim options area. I did have to map the "Throttle Both" command to the correct axis in the sim in order for the sim to recognize the throttle. Other than that no other changes were necessary. The saitek profiler merely assigns the appropriate keyboard command to the stick functions and the sim believes that a keyboard command was made.
I would reset any .lua changes back to default and give it another try.
Hope this helps.