I have no problem with marksdwarves.
- Assign them crossbows individually. I actually assign all equipment piece by piece, because of reasons, but all you need for this exercise is to tell each marksdwarf, This Specific Weapon Is Your Weapon.
- Assign them a barracks. Dodging is the #1 most important skill for all military dwarves, and shield use is #2. Marksdwarves don't get either of these skills at archery ranges. This reduces the amount of time they spend practicing archery, but vastly improves their survival rate overall.
- Ensure your targets are facing the correct way. This is the second biggest mistake I've made. The squad also needs to be assigned to each separate target.
- The biggest mistake I've made is not assigning bolts correctly. You must assign bolts to the squad in the ammunition screen. It's best to un-assign bolts from hunters and just have no hunters. Conflict between hunters and marksdwarves both needing the same bolts is the source of most of my past grief. Be sure to give the squad ENOUGH bolts. Give them 300, which is enough for 30 bolts per dwarf. Usually they will carry only 25, but I've seen them pick up extras from time to time.
- It is not necessary to change the number of dwarves assigned to train in the scheduling screen. I find that they actually train LESS if I mess around with scheduling.
Newly-drafted marksdwarves will not hit the archery range immediately, and may never do so if they have no barracks. They need to teach themselves a bit of crossbow skill first, and they do that doing individual drills at the barracks. If you wait a little while, you'll eventually see them in the ranges. Legendary marksdwarves chew through my ammo as quickly as I can make it. Less skilled ones spend less time at the range.