I'm not sure what you mean, or what you are doing.
The full load/no loading/force unload are modifiers for existing orders. You need to select one or more orders and then use those buttons to mark the loading/unloading rules for those selected orders. If this didn't work someone else would have reported it a year ago.
I'm not sure why @LC-Zorg's comment was marked as off-topic. I understand that it doesn't relate directly to the reported issue, but I have also experienced difficulties with explaining how this window works to newer players. A redesign (even if less major than what was suggested) might not be a bad idea to consider.