The reliable ways are to either use the "take" option on the receiving stockpile which is highly effective (although annoying to set unless there's a faster way than manually scrolling to the source stockpile), or remove the old stockpile.
Set up hotkeys so you can move quickly around your fortress. Move to a location, let's say your depot, then hit 'h' to enter the hotkey menu. Then hit the F-key you want, I usually use F2 for my depot. That will highlight the F2 line. Now it 'z' to tell the game to zoom there when you hit F2. Now hit 'n' to name it and type something like "Depot" and hit enter. Then hit esc. Now when you hit F2, you will instantly go to your depot. Set up keys for various parts of your fort and it makes setting up takes much easier, not to mention lots of other things.
I typically have:
- entrance
- depot
- kitchens
- dining hall
- bedrooms
- shops
- magma forges
(Apologies if I got a detail or two wrong in the above explanation, I'm in the middle of genning a new world so I couldn't confirm everything.)
To the OP: It sounds like everything
should be working. I'm sure you've checked this, but double (or triple) check your magma-level stockpile to be sure it is really set up to take the correct things. Stones should be pretty straighforward, but for somethings like finished goods, it's easy to turn off everything by hitting 'b' and then turn on a=one item (like mechanisms) and not realize that you've also turned off all quality levels, so nothing ends up going there. Like I said, stones and bars don't tend to have that kind of gotchas, but still take another look to be certain.
Another option is to try making a stockpile halfway down and see if that will work. if it does, try one farther down. if not, try one farther up. Eventually you'll find someplace that works and then work closer and closer to the magma level until it quits working. then look at what is in between those two.