I want to reuse old/retrosticks (C64) and give the possibility to connect them directly to my device (that has avr and additionl buttons for mame)
Ideally i want to have two connectors on single device so that 2 players that want to play C64 games can play together attaching their stick to a single device.
That's easy.

Wire the C64 controller connector inputs in parallel with the corresponding MAME control inputs.
Configure your C64 emulator and MAME to use the same keys for those inputs.
For MAME Encoder (Custom) firmware i don't see the possibility to set external Led in the mapping.
The approach I suggested is a purely hardware solution, not a firmware configuration solution.
- There is no need to set an external LED in the firmware mapping.
I'm actually put my hands on an old board (maximus like) i designed.
So . . . you want to use a different board than the ones in the pulldown menu in Loader?
Good luck with that.

The result i want to target is having 2 leds that indicate the MODE in use.
but they should keep light.
You'll have to rewrite the firmware to support 2 LEDs.
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Sounds like your expectations are WAY out of alignment with what the KADE Loader and firmwares can do without
substantial changes to the source code and compiling and troubleshooting a custom version of Loader.
Off the top of my head, I can't think of any one encoder with all of the features you're asking for.
Let's take a few steps back here.
The best approach is to start with what you want to accomplish instead of starting with an encoder that can't do what you are trying to do until someone else does some
major rewrites.
The first step in choosing the right encoder(s) is to
clearly and fully define what you want to do with which controls and what features you want/need.
- An incomplete or unclear list of info and desired features for a specialized use-case like you describe will
always lead to bad advice and wasted time.

- Do you want a keyboard encoder or gamepad encoder?
- How many joysticks, player buttons, and admin buttons? Panel layout?
- Special features? (plug in C64 controllers for P1 and P2)
- Can you configure your C64 emulator and MAME to use the same keys so you can wire the external controller connectors in parallel with the MAME joystick?
Scott
P.S. Check out the design process in the
What type of build meets my needs? entry in the FAQ. It will help you work through the important questions about your build in a logical, organized way.