I'm having a similar problem to this...
Here's my scenario: I 'm experiencing my first ever siege, so I carefully created a squad of the best dwarves for the limited weaponry I have available, and assigned specific items to them from those listed in the _m_ilitary _e_quipment screen.
Every item or nearly every item has a green sqrt sign next to it, I combed the wiki for information on what that might mean, but there's no information on it in the military interface article. The signs only appear if I assign specific items, if I say "use any battleaxe", there's no check mark.
Some of the items are exotic, I assigned the hammerdwarf a maul, and one of the axedwarves both a shield and a halberd (which should probably be impossible, as it's a two-handed weapon), so there could be conflicts there; if that's why it's bugging out, the issue would be that dwarves can be assigned gear that they cannot use.
If I then activate the four-member squad, and order them to go somewhere, they'll go there (or at least two of them did, while at least one of the other two ignored the order entirely, I think it was busy drinking), but they don't pick up any equipment beforehand.
I haven't modified the training schedules to require only my whole squad (and not the six other imaginary members) in order for training to take place...maybe they think the imaginary members must be available in order for it to be worthwhile for them to fetch their equipment before following the move order? If that were the case, you'd expect them to ignore the order, not to head out in their civilian gear.
I have a save in roughly that situation...I canceled the move order, but left them active. One is currently drinking, while the other three are listed as "Soldier (cannot follow order" on the _j_obs list. The job cannot be _v_iewed to see the part of the message that has been cut off.
I assume they can't follow the order to train because there is no barracks and/or because I haven't altered the training schedule to not require the imaginary members, but it's frustrating that the game is attempting to give me an error message that cannot be read.
Further testing may be necessary, but my best guess has the bug as one of the following:
1) Dwarves can be ordered to use unusable or conflicting equipment, in which case they ignore all assigned equipment and deploy without any of their gear when given a move order.
2) Dwarves can be assigned to use gear that belongs to a visiting caravan/belongs to enemies/does not exist at all, and in that case they ignore all assigned gear when given a move order. I'm not certain of the ownership of the gear I assigned as I cannot locate all of it...I wasn't aware that we owned six shields, three of which are wooden, it's possible that some of them belong to the human caravan that's currently in the town...or even that some of them do not really exist: the _z_ (status)->stocks->shields screen lists six shields in existence on the map, all of which are metal, and three of which are forbidden, but the _m_ilitary _e_quip _S_hield->specific shield lists three instances of "(fungiwood shield)".
3) Dwarves deploy without their gear when given a move order if the squad does not have the required number of members for the training schedule.
4) Dwarves deploy without their gear if a barracks does not exist.
I can provide a save file if you can tell me where to find it and where to upload it.