I don't have any T/A payware locos so I cant test this for you. If you advise which loco's you are having an issue with someone with that loco may be able to test and confirm if they experience the same issue.
In the Open Rails main form is a 'Tools' dropdown. Select Content Manager and see if the consist is in the list.
I suspect it may be something in the eng file that is causing OR to not display the consist. Menu.exe (amongst other things) reads all the consist and eng files in the trainsim folder on startup but not the .S files so that excludes the shapes as a probable cause.
If you can see the consist in the Content Manager, I would open the .con file with a text editor and compare it to one that works to see if there is any obvious difference.
If still no joy I would swop out the eng file with one that I knew worked and just replace the reference to the TA shape file and test. This requires you knowing the structure of the eng/consist files so that you know what to change of course.