I did the thing for the uniforms, some are wearing things, so its getting better, is there a strip naked command? Maybe if I can force them to redress they go for the armor. Also I disabled all other jobs for the military dwarfs so they wont be doing anything else.
On military uniform, did you select "Replace clothing" instead of "Over clothing"? Sometimes they are wearing too much clothing to fit any more armor over it. It's generally easier to work with 'Replace Clothing', start with a simple armor uniform, then add clothing pieces one at a time to the uniform if you want some clothing. One way to detect this problem is to go to military screen, (e) for equip, and look for the green check marks on each dwarf. If a dwarf has a green checkmark for an item, yet you see it lying on the floor, it means he's claimed it but can't fit it on. There is no strip naked command, however you can force them to switch between mil/civ uniforms by getting them to switch between their roles. You can do this by toggling Active/Inactive, or adding an Inactive month to their schedule. Disbanding and recreating the squad is the big hammer approach.
Another thing to remember is that if you made a change to a Uniform, you must go back to the squads and tell them to re-equip that uniform if you want them to pick up the new changes.
In general, I find Active-duty military will ignore their civilian jobs almost entirely so it is not really necessary to disable their jobs. To force them to Train more often, see the link I posted to switch them from Order: Train (10) to five Order: Train (2) orders each month, and make sure you have a Barracks with that squad set to (T)raining. I don't think that's your issue though.
In your (u)nits screen, does the list describe your soldiers as "Soldiers", or as Tanners, Peasants, etc?
No, constructed features can't be engraved I'm afraid. Artifacts obey stockpile rules (ie, an artifact floodgate will get stored in a Furniture stockpile) so if the stockpile allows a quality check you can set it really high to segregate your artifacts. Note that it is possible to tweak a stockpile to accept multiple item types - a Furniture stockpile can also later accept Finished Goods via the settings to accommodate a new artifact ring. Rumor has it the next update will have display cases added to the game! One final trick - installed artifact furniture is thief-proof and a great way to instantly raise the value of a room. An artifact floodgate sometimes belongs in the Dining Room, not a museum.