HK, thank you so much for your help! Just so you know, your site, the GameEx forums, and this site - in addition to extensive googling - were what I've done so far to try to answer the below. I'm keeping at it though. What is driving me up a damn wall is this WAS working with an earlier version of GameEx, CPWizard, and MAME...
Not recognizing U360s as controls: To clarify, this is to control the menu in CPWizard when it displays, NOT for mapping. Mapping works completely fine. However, trying to control CPWizards menu (i.e., that appears on pause/use of the show key) doesn't work. When mapping the controls in the Edit->Options->Input screen, the joystick isn't recognized at all.
RE:.cfg's - these seem to have been autogenerated for games I've run since I reinstalled everything. And I use default.cfg. My control setup are standard MAME defaults controlled via an encoder with two U360's as joysticks. The default.cfg has only the settings an extra UI select key (i.e., LCntrl) in it.
CPWizard Won't Display with GameEx: I've tried with retry on, off, etc. I've tried with GameEx in windowed mode, but that setting - for some odd reason - seems to not 'take' or it's just looking like GameEx is running normal. I set windows in the Settings Wizard, exit, run, and it looks the same. When I go back into the wizard, it is set to fullscreen again. Somewhat baffled by this as other settings take fine. I will retry again.
Edit: Just tried this again. Basically, I change the setting in GameEx config wizard, run GameEx, and it goes back to FullScreen. Won't run windowed it seems. Tried with and without resolution set and with/without fullscreen windowed mode. Resolution setting doesn't seem to take either - which is odd. It says set but it's definitely NOT changing the resolution. This may be the issue..not sure how.
New Bezel Method (LUA Plugin): I believe I figured this out, but it raised another issue

. (And definitely looked at your site.) What I was thinking was needed was some type of config where the CP bezel files and the existing artwork co-existed and were both brought up together. After digging in more, my understanding now is you have one or the other and the CP bezel files generated by CPWizard replace your existing artwork files. I looked for a way to 'merge' the two so you can have the CP layer and other layers be individually toggleable, but I haven't found a way as of yet. So I have the choice of either display the CPWizard bezels OR the artwork files. (Also, to answer your question directly, exporting form CPWizard works completely fine for both bezels and image files as far as I understand it should work.)
View the command.dat in MAME: I saw the discussion you and HowardCastro were having - wasn't sure if a plugin existed yet to do this. I didn't realize the one you linked did that - I'll try it and see! Thanks! They really need descriptions for the plugins somewhere

. Edit: I actually had this installed. Completely baffled why it's not showing anything in menus. Dat's are in Dat folder...just...nothing displayed in either the menu UI or the actual ui once game loaded.