I'm not having any troubles with archery ranges underground, or with marksdwarf squads training in general. I follow this checklist generally:
- Sufficient crossbows to arm squad on hand
- Sufficient quivers to arm squad on hand
- Multiple archery ranges constructed1
- Squad defined in military screen2
- Marksdwarf squad assigned to a barracks - used for non-archery training and drills
- Marksdwarf squad assigned to multiple archery targets
1 - Constructed as separate 1x5 rooms. (I don't worry about recovering bolts, just make more!) Construct the target at one end. Remember to define it firing in the proper direction or it will not work correctly. Define each target separately.
2 - Squad equipment specifically assigned the crossbow under "W". Ammo assigned under "f" and verified to have a supply of the proper bolts on hand. Scheduled for months with training (multiple training for two orders) and months with no standing order. Squad can be left inactive in the alert section, but I usually activate them.
And periodically after being set up I verify that the squad is properly equipped (has crossbows and quivers) and has bolts (you would be surprised how quickly a few marksdwarves can shoot off a thousand bolts in practice.)
I have also noticed delays while things start up, but usually within a month one or the other squad starts visiting the range. Another factor is a that Dabbling marksdwarves spend more time with combat drills initially it seems.