I've gotten the hang of it. It's incredibly buggy, but I rarely have serious problems with my axedwarf squads. Yes, they wear weird stuff, like multiple steel mail shirts, and often they've got two battle axes and a shield in each hand, but they're effective. They do pick up backpacks and flasks if I provide enough of them. In general, given how often they pick up multiple copies of things, I make a point of having redundant equipment, and not stocking stuff I don't want them to use, like silver axes or copper mail.
Yes, sometimes dwarves will run back into the fortress unexpectedly while on duty. Every time I've checked this, it's because they wanted a new piece of gear. Why they waited for the goblins to invade to pick it up, I'll never know. It's possible that the "station" order, rather than "training" or "inactive," is what triggers this.
Since training doesn't work as intended, I usually give standing orders of "1 dwarf must train." This has little visible difference from completely inactive, 90% of the time the squad dwarves are in their barracks, doing individual combat drill. This produces Legendary axedwarves in a reasonable amount of time.
I don't try and get military dwarves to do anything else. I pretty much assume that no matter what their labor setting are, they'll spend any off-duty time doing individual combat drill. If they stick to some civilian jobs, fine, but I don't plan on it.
What completely doesn't work is marksdwarves. The axedwarves pick everything up, but no matter how much ammunition I assign to them, the marksdwarves refuse to pick it up and use it. They won't do anything but individual melee drill, and they won't shoot if the goblins show up. I've given up trying.
- Gus