Last time I tried this, which was some months ago, it didn't work. I'd like to do the following. Requester chest (or any other kind of box for that matter) -> Miniloader -> Cargo Wagon (or any other kind of container/box).

At the moment, the workaround is: Box -> Miniloader -> belt -> Miniloader -> Box

A miniloader is an inserter and a short underground rolled into one. It transfers between boxes and belts. So if you want to go from box -> wagon. You need to do box -> miniloader (out) -> miniloader (in) -> wagon. If you have bobs inserters they're much better than loaders at transfering between storage boxes.

I have the same issue, I mean, if you can do belt->miniloader->belt(in that case the miniloader works as a common inserter) why th do you need to place two loaders in a row to transfer from one box to another???

the funny thing about this is that every single loader has this same way of working, and it's pissing me off

By definition, a loader is a device for transferring items from a box to a belt, or a belt to a box. If it transfers box to box, it's no longer a loader.

The belt->miniloader->belt functionality is not working the same as a common inserter. A miniloader set to "load" works by transferring items from the belt in its own tile to the adjacent tile, which is almost always a box or a cargo wagon, but can be another belt. Being able to transfer to another belt was unintentional, but there wasn't a simple way to prevent it so I left it in as a bonus feature.

The key part here is "in its own tile." You still need a connected belt to get items into that tile in the first place. When set to "unload" the same thing happens in reverse: items are transferred from the adjacent tile to the belt in the miniloader's tile. In this case you still need a connected belt to carry the unloaded items away.