So I have Loader Redux, have it enabled in the mod settings to accept all trains (snapping enabled too if that changes anything), restarted and rebooted everything but the only thing that works is unloading a train with items in it. It refuses to load items onto a cargo wagon.
It works for me; do you have a save? And is your setting "all trains" or "auto only"? Auto only won't load a train that isn't set to automatically run a schedule and is at a station.
So, it works fine. Are you certain you're using the correct loaders? The larger, 2x1 loaders and not the smaller, 1x1 Deadlock loaders which can't use trains?
I just tried both regular and fast 1x2 loaders to try and take items from a chest to a cargo wagon and it still won't work, the items appear into the loader but don't load into the cargo wagon.
Loaders can only load or unload. In order to load from a chest into a cargo wagon you will need two loaders in sequence, one to unload the chest, one to load the cargo wagon.