Every time I click All Unloader and try to place loaders, the Unloader Mode checkbox isn't checked when the loaders are spawned, which means I have to manually check the box every time I set up a new station/loader.

you're supposed to click unloader mode on the station after you place loaders, not before. I can potentially change this later

Indeed, it does not seem to work. i got the same issue.
placed the loaders.. then i pressed on load all.. nothing happends.
do it on other station and do same order, and press load all nothing happends.

anything we can do to troubleshoot?

Are you placing the loaders from the train station or by hand?

Just tested it, and clicking the Load All/Unload All button DOES work after the loaders are placed, but imo that's not very intuitive, I was expecting the loaders' mode to be determined before they get placed, though having the ability to switch them after the fact is nice. Having some documentation in-game and/or on the mod page saying you need to click that button after placing the loaders would help!