Ohio9: Well it finally got the goods after about another hour of gameplay. I don't know why because I had them that whole time. Man I hope I don't have to build another one of those any time soon.
Aranwen1: if the goods were really far away and all roads are connected they might have gone some stupid long path to get there but were getting killed off.
if you set the storage yards to "get" they will go off road to get the supplies if theres no connection so this could be used to cheese quicker builds.
I think I finally figured it out. I believe you have to get at least four of the first items on the list in a nearby warehouse. Make sure it is not being stockpiled. It's also possible that you have to have a road connected to two of the four entry points, but I'm less certain about this. Once the first load of 4 items is delivered it will continue to deliver that good, and also start delivering the second set of goods on the list (In my case I first had to provide Lacquerware, then Silk). This progress through to the last item on the list. Try this and see if it helps.