Everything except rumble works on Dualshock 4 when I try it (both wired or via Bluetooth), so I don't know what to tell you... 🤔
Are you running some third-party drivers like DS4Windows or the Steam Big Picture controller setup? If so, maybe try disabling them?
Or maybe try plugging the controller in at different times, like while the game isn't running, or while the game is running, see if that makes a difference?