I'm the author of that document, we built a (working) adapter using these instructions some twenty years ago.
Did you notice the connectors are shown from behind
In none of the games the joysticks 3 and 4 worked at all. No response from none of them
A joystick consists of switches that connect an input line to GND. If nothing works, GND would be the most likely cause for your problem. Check your wiring of the GND cable(s). You can also try some other pin on the parallel port: pins 17 to 22 all carry ground, it doesn't matter which one you use.
(Well, with Max Rally I need to at least press the button to "confirm" the controller and I couldn't. The other 2 games I didn't had response from either directions or fire button)
Just to be on the safe side: Max Rally supports Joysticks 3/4 only in multiplayer mode, same goes for Great Courts (and probably any other four player game).
Here's a joystick tester that supports all four ports:
Here's a different schematic for wiring up the adapter. It's using different pins for GND, but like I said that doesn't make a difference: