I was initially having issues getting my Thrustmater T16000M HOTAS setup as well. What I found I needed to do was:
Download the appropriate driver software from Thrustmaster's website onto the local pc.
Install the driver on the local computer; plug in controllers when prompted.
After software installation, unplug the controllers. Enable USB peripherals in the Shadow launcher settings, and install the drivers if necessary. Make sure this option is enabled before starting the stream, each time.
Start Shadow, download the driver software again from Thrustmaster's website, and run software. STOP once prompted to insert USB devices, insert USB devices but do not hit OK. Hit Win + Alt + O to open the Shadow settings. Click the USB peripherals tab, then enable your respective controllers and joysticks.
Once Shadow reports controllers as forwarded under peripherals tab, go back to driver installation software, and hit OK.
If all goes well, then your devices should now be recognized! Make sure to check that USB peripherals is enabled before starting the stream each time. :)