My pro has worked great since launch. I completed BoTW using the pro controller with no dpad input issues. It's been one of the most comfortable controllers I've used.
If I did have issues I would call Nintendo (or Amazon) and send it back asap. You shouldn't tolerate a defective dpad on a premium controller.
If I did have issues I would call Nintendo (or Amazon) and send it back asap. You shouldn't tolerate a defective dpad on a premium controller.