Solved, I hope. When selecting DirectX input AND going back selecting the 360 controller it worked. No more mouse acting now. But I have another question. In PCSX2 and Dolphin the (B) button acts as the escape button. When I click it, the emulator shuts down and I'm in BigBox again. Must be easy to resolve, but can't find it.....
EDIT: nevermind, the mouse behaviour is back. On both the Link and the PC....
EDIT 2: just to be sure I've taken one of my sons Xbox One controllers. Same issue.