Well, let's cover all the bases. First, in your loadout.ini do you have an entry like this:
[AirToAir]
Loadout[01].WeaponType=Tank_f86
Loadout[01].Quantity=1
Loadout[02].WeaponType=Tank_f86
Loadout[02].Quantity=1
Loadout[05].WeaponType=AIM-9B
Loadout[05].Quantity=1
Loadout[06].WeaponType=AIM-9B
Loadout[06].Quantity=1
In your weapons folder, be sure there's a weapon in there for each weapon type and the name must be exactly the same. So in my case I must have a weapon named "Tank_f86" and one named "AIM-9B"
Then, in your <aircraft>_data.ini file go to the Weapon Stations section. You should have an entry like this:
[sidewinderStation5]
SystemType=WEAPON_STATION
StationID=05
StationGroupID=2
StationType=EXTERNAL
AttachmentPosition=-1.50,2.40,-1.10
AttachmentAngles=0.0,0.0,0.0
LoadLimit=72
AllowedWeaponClass=IRM<--This must include "IRM" in the list of weapon classes
AttachmentType=NATO,USAF<--To carry sidewinders you'll have to have "NATO" or "USAF" in the list.
ModelNodeName=left_rail
PylonMass=45.0
PylonDragArea=0.04
If all that looks good, we'll have to continue and look for other issues.