I am pretty sure this is a bug and I have not seen it reported anywhere here yet.
I was trying to automate the sulfur chain by crafting gunpowder directly next to the sulfur extraction and then putting it into a tractor that would basically go back and forth between the extraction point and my factory.
But, when attaching the conveyor belt with gunpowder to the station, it won't fill it, regardless of which conveyor entry I would chose. I could add gunpowder in manually though but of course that's not interesting.
I decided then to use instead a very long conveyor belt to route the gunpowder to the factory.
I must specify that this problem occured before friday's patch, I could not check it again if it had been solved since, so please excuse me it that is the case.