You can edit your controller config to enable a hotkey by adding a line like this:
input_enable_hotkey_btn = "x"
Just put the number corresponding to the button you want to use in place of the x.
Then, for setting the Save State and Load State buttons, use this:
input_save_state_btn = "y" input_load_state_btn = "z"
Again, just replace the y and z with the number of the button you want to assign.
I was able to use that to set up my controller without needing to disable all hotkeys first.