SO I got a workaround - for the PC I started the game with the controller connected, exited, started it with the keyboard and mouse and then I finally got the prompts.
When I tried this with loading the game and selected continue and then exited - the fix did not work.
Just start the game, with controller hooked up, exit game, discconect controller, start the game and just finish this section with the keyboard, you can then save and exit, hook up the controller and continue playing with a controller.