Half the time my D-pad mistakes down for left, left for up, up for right, right for up (and on rare occasions down), upward diagonals for just up, and downward diagonals for just down.
I've been calling the store where I bought mine to find out if they have any more stock so I can exchange mine, and they never have stock, so finally I just took it in today when I was trading in a game, and they took my details to call me when they get one in stock. The guy called another store that had 1 in their system to see if he could get it, but after he called the store it turned out it was for the same situation that they were holding for someone else that had pre-ordered and needed a replacement. As soon as I said my D-pad was defective he didn't even question it, so I feel like this is a known issue with the Pro controller, or maybe it was just that my store received a whole shipment of botched controllers and he knew it. I don't think it's all of them or you'd hear more widespread outrage about so many people paying such an expense just to get a controller with a D-pad only to have that D-pad not even work.
If you buy a Pro controller you should definitely go to the system settings and check your D-pad inputs thoroughly though. Assuming you can get one that works though, it does feel heavenly in your hands, and I find the charging cable useful for being able to charge my Switch without the AC adapter as well.