This time maybe not so easy one... I have seen this at my last 4 fortresses, throught 38C to 39C with different saves and directories, maybe not bug at all?

Conserns only dwarf trade caravans, wagons arrives with other mrerchants. I usually have 2 trade depots, another at gate and another down few levels. Merchants come in, unload and leave. I cant trade at all, but only wagons unload, other merchants just visit me at depot 2 and leave after wagons have unloaded. Wagons do unload their cargo for free at depot 1. Only first caravan which arrives works ok, after that they bug.