I'm also having the same issues.
Wii Remote + Classic Controller pairs correctly, is configured and works in EmulationStation. However, it fails to work with games. This is on the latest 4.1.
I also had an older image of some 4.0 beta where the Wii Remote + Classic Controller combo worked with a bluetooth dongle. After updating that image to the latest 4.1 (to use internal bluetooth), the controller was only partially working. In particular, I had the following issues: 1) games recognized the controller as Player 2 (might explain why it doesn't work with some games), 2) Hotkey button was not working although configured properly.
Since the controller appears to pair correctly, maybe this is just a configuration issue. Unfortunately, if the controller is not recognized in game (or the Hotkey button doesn't work), I can't even use the retroarch menu to reconfigure.
The Wii Remote + Classic Controller is such a great combination for retrogaming. It would be really great if someone from the Recalbox team or someone with more expertise could chime in on these issues. Thanks.