Did you change the SIZE of the macaque or the items? At size 3 there isn't much that they could equip. The only default weapons with MINIMUM_SIZE less than 4 are whips, scourges, blowguns, and large daggers; all at MINIMUM_SIZE 3.
I thought of that and made them size 5 before I made the other changes in the OP. Originally I had wanted to enslave Kobolds (who are size 5), but since Entities can't be made into pets I had to settle for trying to recreate them in monkey form.
[edit]
I'll post the RAW code just in case anyone can point out something that's keeping this from working.
[CREATURE:MACAQUE_RHESUS]
[NAME:rhesus macaque:rhesus macaques:rhesus macaque]
[TILE:'m'][COLOR:7:0:0]
[LARGE_ROAMING][FREQUENCY:100]
[POPULATION_NUMBER:40:100]
[CLUSTER_NUMBER:15:25][LOOSE_CLUSTERS]
[CAN_LEARN][CAN_SPEAK][LARGE_PREDATOR] [liKES_FIGHTING]
[PETVALUE:50]
[GRASSTRAMPLE:0][PET][trAINABLE]
[PREFSTRING:mischief]
[BODY:HUMANOID:2EYES:2EARS:NOSE:2LUNGS:HEART:GUTS:ORGANS:HUMANOID_JOINTS:THROAT:NECK:SPINE:BRAIN:5FINGERS:5TOES:MOUTH]
[SIZE:5]
[MAXAGE:30:40]
[ATTACK:MAIN:BYTYPE:MOUTH:bite:bites:1:3:GORE][ATTACKFLAG_CANLATCH]
[ATTACK:SECOND:BYTYPE:GRASP:punch:punches:1:2:BLUDGEON][ATTACKFLAG_WITH]
[CHILD:3]
[FAT:1]
[EQUIPS]
[DIURNAL]
[BIOME:SHRUBLAND_TEMPERATE]
[BIOME:SAVANNA_TEMPERATE]
[BIOME:GRASSLAND_TEMPERATE]
[BIOME:NOT_FREEZING]
[STANDARD_FLESH]
[HOMEOTHERM:10069]
[LAYERING:100]
[SWIMS_INNATE][SWIM_SPEED:2500]
[PERSONALITY:ANGER:25:75:100]
[PERSONALITY:IMMODERATION:50:75:100]
[PERSONALITY:EXCITEMENT_SEEKING:0:60:100]
[PERSONALITY:CHEERFULNESS:0:40:90]
[PERSONALITY:ALTRUISM:0:25:50]
[PERSONALITY:MODESTY:0:40:90]
[PERSONALITY:SYMPATHY:0:25:50]
[FANCIFUL]
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I stole a lot of code from goblins and gremlins to see if it would help, but they still just mill around lazily. Not even making them carnivores helped.