Yeah, this is going to be a tricky thing, especially on Windows. (Linux is a different case as gyros can be supported over there. I'm not sure if SDL supports it, though)
I'm not familiar about the DS4 or the Switch controllers, so I cannot really speak on them. I'm going to assume that they don't natively export the gyro interface, and if they do, it would be some kind of emulated mouse rather then a dedicated interface.
The Steam Controller is a mess - they do not provide any kind of generic driver beyond the Xbox emulation that Steam itself does. Unless they produce something better, linking directly against a Steam Controller specific driver sounds like a awful mess.