Did you try setting each control twice? Like Map L2 to the joypad's L2, and then immediately map L2 to the joypad's L2 again instead of moving on to R2?
Ahh, no, I didn't. Now you mention it, though, it seems like the solution. For some reason ePSXe won't start for me right now (probably OSS and the one-app-using-sound-at-a-time thing), so I can't confirm right now, but I will when I get the chance.