Hi Marcel,
Did you solve your TM Cougar problem yet? I've just started with DCS mustang and have exactly the same problem as you described: no control whatsoever, though the Cougar is fine in other sims (and in Foxy joystick analyser). As far as I can see, the TM axis are defined in the DCS options.
Thanks in advance.
Edit: found it. I had to remove and reassign various axis.