I... for GH2, those aren't already default? I just pulled it up and was able to go diagonal via the very keys you mention. It's definitely not defined as such within the .cfg though, so I'unno what's going on. Anyway, if you can figure out whatever it is that home etc keys off of, you should just be able to edit the dir-southwest, etc stuff to be whatever pleases you.
As for GH1, you've gotta' make the thing, iirc. Arena.cfg, if it's still the same -- it's been a bloody long time since I played GH1. GH1's going via home, etc, diagonals too... maybe it's a system thing?
Other than the arena.cfg thing though, I can't really help yeh. Never had to remap the things, heh, m'just curious as to why it's not working for you without having to remap stuff.
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Oh, uh... are you using the SDL or ASCII version? ASCII, at least for me, as the mentioned as default diagonals; an older post in the forum mentions something about uncommenting #LAPTOP_ISO_KEYS in the .cfg to get things working, presumably for the SDL version. Might help, I'unno.