https://github.com/wolfwood/navcaps
you can 3d print an adapter to place a thumbstick in an MX keyplate socket. and keycaps. 5 way switches tend to require more force than regular keyswitches, but a longer stem will offset that.
check out schiller’s fulcrum keyboard as well.
the readme says that your firmware enables pullups on clock and data lines but i don’t see that code in your keymap?