Are you using the CH software?
For mine, in windows the stick and throttle show up with the CH interface, and my pedals as a "USB adaptor" seeing as mine are old analog connected with an adaptor. Clicking on each controller shows each controller axis, each having a Z axis.
Same as for in the game, you select each controller, and set the individual axis there too, each has a z axis there too.
So set each controller individually in both windows and the game and you should be ok.