After a few hours of searching, I found this link:
So I searched the system.reg of the game folder for those lines and they where missing on the PC and present on my Laptop. Which was very strange because I never added anything on the laptop, I just installed the game.
[HKEY_LOCAL_MACHINE\System\CurrentControlSet\Services\winebus]
"Description"="Wine HID bus driver"
"DisableHidraw"=dword:00000001
"DisplayName"="Wine HID bus"
"Enable SDL"=dword:00000001
"ErrorControl"=dword:00000001
"Group"="WinePlugPlay"
"ImagePath"="C:\\windows\\system32\\drivers\\winebus.sys"
"ObjectName"="LocalSystem"
"PreshutdownTimeout"=dword:0002bf20
"Start"=dword:00000003
"Type"=dword:00000001
I copied the lines from my laptop to my PC and renamed it with .reg ending. In Heroic I clicked on winetricks to get to regedit and then just used the .reg file to edit the system.reg. I started the game and have finally rumble with a DS4 controller.
I still have no controller support via Bluetooth in Horizon Zero Dawn, but by emulating a xbox conrtoller wit ds4drv, the controls work, but the rumble is missing again. Damm you DS4 controller.
I will leave this open maybe I find a solution.