Some 4-player adaptor schematics don't add the +5V line so MD pads, CD32 pads and similar won't work properly or at all. The MS pad should work fine though as you point out, as should standard Zipsticks and the likes.
Try with the bare parallel port and a joystick tester like the one Korodny suggested, and see if you get +5V on the data pins (pins 2-9). If you do, see if you get a response by carefully shorting each of those pins in turn to ground. If you're not getting +5V on those pins, there's a fair chance you have a CIA or motherboard fault.
If you have a little bit of programming ability, you could still try setting the values I posted above and see if the port pin voltages change. If I have time tonight I might knock something quick n dirty together in Blitz to do that for you...