yeah its definitely bugged
install the updates, 1.05 i think is the latest.
I can take a crack at the issue here, but I need more to go on. If you are talking about transfering supplies from your dock to your ship, move it close, and click the harbor. Then in the goods windows you can either click to transfer by the selected amount(1ton, 5ton, etc) or drag and drop from the harbor to the ship or vice versa.
If you mean trading from your ship to another players dock (either npc or human), They need to be accepting (buying) or shipping (selling) the item at that SPECIFIC harbor. So if you want to get some tea from your buddy, they need to go in their harbor and in the trade tab click sell, then tea. You can now go to that harbor (not his other harbors, that specific one) and buy them from him buy clicking the green window with sufficient credits.
(edit)
Also, if you are talking about setting up a trading route, click the strategic map in the bottom right to bring up the map. Click new trade route (default if it is your first one), click the harbor you want to trade at, then click his harbor that will be trading the goods. The harbor you pick matters, so make sure its the one he is offering up the goods at like in the manual trading in the previous paragraph. Now on your harbor in the menu, click offload. This seemed backwards to me, but if you look at it from the ship's perspective it makes sense. Click the goods, and the amount you want per trip (10 means you pickup/buy 10 each trip, BE CAREFUL). Now click a ship you have pre built to manage the trade route. Click close and the ship will auto buy the goods you requested. If you want to sell stuff, add it to the trade route. you can do the same thing to yourself between docks but must put the load/offload on both docks as well as the opposites for each other.
Reasons the supplies are not going with auto trade/manual trade:
1) The party dropping off items has no more items in stock in the warehouse on that island. This is due to stop in production, items being produced slower than picking up, or because the items are in the production plants and must be transit to a warehouse.
2) The party picking up does not have the required amount of credits to buy the goods
3) There is no space on the ship to take any more goods, this may be because the items won't offload due to #4 below
4) There is no space in the warehouse to take any more from ship
Hopefully that helps future people with this issue.