Needs more testing. I have observed Axe, Spear, Sword and Lasher not getting trained, not even to the extent of dabbling. The weapon skill associated with the crossbow (that is, using the crossbow itself as a weapon, rather than a bolt launcher) is actually hammerdwarf, not marksdwarf, so marksdwarf might be expected to act differently to other combat skills.
Testing this out - with a whole bunch of teachers with a range of skills (including mining), I'm not seeing any combat skills at all being cross-taught, the dwarves armed with crossbows get hammer skill, but that's because they're armed with a crossbow which is a hammer.
When my hammer dwarf does a "Hammer demonstration", only the marksdwarves turn up for it.
Marksdwarf being taught is confirmed. But only the crossbow armed dwarves have gained it. Archery is not being taught. The reasoning seems to go that "marksdwarf" is "crossbow using skill" and "archery" is "crossbow aiming skill", so marksdwarf can be taught ("this is how you use your crossbow"), but archery needs to be practiced.
My hypothesis is that dwarves can only be taught equipment-based skills if they actually have the relevant equipment equipped. My "sponge dwarf" who is purely a teacher with no equipment except a shield, has only picked up Shield User (actually he is most skilled in it), Misc. Object User and the non-equipment based skills.
This might seem a needlessly pedantic distinction (does it matter if dwarves don't learn skills for equipment they don't actually have?) but it's something to bear in mind. Also, if a dwarf is equipped multiple weapons, he'll attend demonstrations for any of those weapons.
This (rather sensible) behavior is actually useful, because it makes it possible to optimize your dwarves training. If you want them to focus on teaching non-weapon skills, then give them all different weapons. On the other hand it'd make a lot of sense to assign rookies the same weapon as a teacher to get them up to speed more quickly.
So marksdwarf being cross-taught has not been observed under controlled conditions. What I speculate when it seems like it is being taught, is that the dwarf, with "individual choice, weapon" set, switches weapons on a whim, and attends lessons while wielding the new weapon. I have sometimes been surprised to catch one of my "melee" dwarves wielding a crossbow because I was careless with the uniform. This would be consistent with marksdwarf and hammerdwarf being the skills observed to be cross-taught.
I also tested putting some recruits with picks with the teacher/miner. I did not see any "pick demonstrations" and AFAICT the only mining skill gain came from sparring. That doesn't conclusively say it can't be trained using demonstrations, but if it can, it must be low priority (but most likely, being a civilian skill, it wouldn't be on the list of valid demonstrable skills)