Hi there! I'm running the exact same setup and have encountered the same issues.
I have a little bash script [1] which I run on startup to fix the HDMI audio issue. I haven't got crontab working yet so I ssh in and run it manually.
I've tried 3 different controllers and ended up buying the 8bitDo ultimate as it supports 2.4g as well as Bluetooth. Also purchased a separate Bluetooth dongle and a usb extension cable to keep it away from any interference from the Beelink. Still have major issues with connectivity over a reasonably short distance (3-4m) in either mode.
Love the SER8 though, it's a great little machine and is well priced when on offer.
[1] https://gist.github.com/jcjmcclean/a59362a01a7f421e4fa020823...