You need to follow the guidelines in the two-way feeder service wiki article
, to set up a working two-way feeder service.
Your other option is to play with one of the cargo destination patches. The two most recent ones are yacd and cargodistribution. You find them in the development forum. Note that you need a separate OpenTTD installation for them and that the save games made with these patches don't work in standard OpenTTD. See more on patches: Patch wiki article
_________________My OpenTTD contributions
(AIs, Game Scripts, patches, OpenTTD Auto Updater, and some sprites)Junctioneer
(a traffic intersection simulator)