Hi, I have got a feeling you are selecting one of the controllers at the top right, but actually the individual controller selection is only for if you want to select one individual controller and not use any others. (For example it is possible to have two instances of LFS of LFS on one computer - one of them uses steering wheel A and the other uses steering wheel B).
In your case, you want all the axes of all the controllers to be available, so you need to select "other controllers" at the top so they are all available, and not only one particular controller is selected.
At that point you should see *all* the axes from all the controllers, up the bottom right of the screen (if the axes tab is open).
Then, you most probably need to manually assign functions to axes. LFS makes a reasonable attempt at automatically connecting axes when only one controller is connected, but doesn't know what to do with multiple controllers. But you should find it easy enough to manually assign them. Click each function, identify the axis (by moving the physical controller and seeing which axis moves) and select. As there are only a few axes it shouldn't take long. Then do similar with the buttons, select the function and press the button until it's all set up how you want it.
Some more information in the LFS Manual:
https://en.lfsmanual.net/wiki/Options#Setting_up_the_wheel