Hmm, this is odd about the OIS::INFINITE unresolved issue - someone else menioned this in regards to trying to use pyOIS.. It is definately defined in OISEffect.cpp which is included in both Windows and Linux build. Which version of OIS are you using? He also reported that it went away in the latest cvs head. So, i would recommend upgrading to that if you are not already there.
DirectInput not generating effects.. There is no DirectInput functions I'm aware of that could stop that from working. One thing you could try (though, this would require some code removal in Win32joystick) is to use the regular joystick guiid (c_dfDIJoystick) instead of the one I use in OIS c_dfDIJoystick2 when creating the device.
What does this mean? Well, you will have to change the Buffered and Non-buffered (or just the buffered one for testing) to be compatiable with that reduced DIJOYSTATE structure.. it has less available axis (I think only two) and fewer buttons and POVs. Though, as this sounds like a driver issue, you will probably see the same results. I think the work to get it working if as you say that MS has ceased support and it does not work well in other games is to much (which is one reason why I didn't develop force feedback support in Linux - I had a FF controller, but I spent days trying to get it to work there with no luck). If you try that method I mentioned, hopefully it works for you.