It’s hard to tell what’s going on in your image, but if you hit the Reset button in the UI there they will be reset to align with your Maya axes. From there, you can lock the ones you don’t want rotating.
It’s exceedingly rare to need to rotate that cone, because it means Ragdoll is able to orient your control in axes that Maya may not be able to if any of the Maya axes are locked.
However, you can give it a try via Ragdoll → Utilities → Edit Constraint Frames.
See here for details.
https://forums.ragdolldynamics.com/t/wrong-limits-axis-used-during-simulation/587/3