So, I've tried setting up the interrupt condition both on "Empty Cargo" and "Item Count" — in every case, the train just doesn’t respond to being completely out of ammo and won’t go for a resupply.
Thanks for the report however when i try to reproduce this it works as expected. Could you provide your save file so i can take a look at what my reproduction is missing?
I am not seeing any issues in this save, after the 240s wait condition is fulfilled the train correctly checks interrupts and goes to reload artillery ammo. Could it be that you are confused about the "allow interrupting other interrupts" making you into thinking that it will allow bypassing wait conditions of existing schedule records? Nearest interrupt check happening is after wait conditions are finished so it does not trigger immediately.