They like to drag important (and heavy, in the case of weapon bins,) stuff away from stockpiles in order to fetch a single item. You have to mess with stockpile links to work around it.
At least you have stockpile links...
Burrows are a thing too. They're like the 'dwarves stay inside' order, except you can specify where 'inside' is, how many 'insides' there are, and how many of them can have jobs taken within them. You can also assign dwarves to burrows, although this behaviour is overridden by the civilian alert that lets you limit
everybody to a burrow or burrows.
Healthcare and the military have gotten a makeover too. Healthcare exists now -- if a miner breaks all their arms and legs in a cave-in, you can patch them up and send them on their way instead of waiting for the RNG to maybe decide that this season, one of those red injuries will become yellow. Healthcare will use water, soap, thread, cloth, crutches, and splints / bags of plaster. The first two of these are the most important. Make your wells more than one level of water deep, and make sure there's soap available. Soap cuts down on infections, and may help even outside the hospital (iirc, there's a 'cleanliness' value somewhere, and this is linked to infections). Protip: enable all the healthcare jobs on everybody, even if you do have dedicated nurses. Medical skill is like threshing or butchery skill -- it affects only the speed of the job. If your Chief Medical Dwaf has Novice or better Diagnostician skill, you get extra info in the Health screen.
The military is more complex, but also more flexible. Dwarves won't injure each other sparring unless they try wrestling moves on each other, so go ahead and give them adamantine battleaxes right from the start. Don't bother with the adamantine hammers though -- materials don't have damage and defence values any more, and adamantine's balsa-wood lightness makes it about as effective a hammer as actual balsa wood. Dwarves who reach Elite status can be taken out of the military and returned to civilian jobs, although there's an annoying bug that means their labour list gets cleared whenever they switch to being Elite soldiers.
As for the unkillable underground beasties, nothing can survive having a chunk of floor caved in on its head. For most of them though, that would be overkill. Manually-operated spikes or marksdwarves are enough for most FBs, but since FBs are big and can take a lot of punishment you need to control their movements. Even though you should assume that all FB syndromes are of the projectile Ebola variety, some of them are not so bad.