You capitalised the "W" of the second #weapon, though I dunno if that'd cause it to not work. Try making it lower-case, either way.
Let's see... perhaps it might be connected to itemslots somehow? Try assigning a value with two or more hand slots and see if that works.
Other than these things, I can only suggest you refer to the weapons by name rather than number, as that's what I've always done, though I don't think that'd cause problems.
I also pasted a random unit from a mod of mine that properly dual-wields one-handed weapons below, in case you can spot any differences I've missed.
Code:
#newmonster 2905
#spr1 "./fate/archer_2.tga"
#spr2 "./fate/archer_2_attack.tga"
#name "Archer"
#descr "A hero of myth or legend summoned to do fight at your side. Archer is not a class suited for melee combat, and this individual is no exception. He serves best off the battle field, and has the ability to create magical items with almost no materials by pulling them from an internal 'world'. When forced to do battle, he fights using a pair of flawless blades created anew for each attack, and a magical shield likewise 'projected' to block most missiles. He has unrivalled precision, as befitting his class."
#onebattlespell "Air Shield"
#ap 20
#mapmove 2
#hp 70
#prot 4
#size 2
#unique
#str 11
#enc 1
#att 17
#def 20
#prec 33
#mr 15
#mor 30
#gcost 0
#rcost 0
#weapon "Kanshou"
#weapon "Bakuya"
#armor "Coat"
#eyes 2
#startage 40
#maxage 370
#ambidextrous 12
#forgebonus 100
#coldres 25
#fireres 25
#shockres 100
#poisonres 25
#itemslots 15494
#magicskill 0 3
#magicskill 1 3
#magicskill 2 2
#magicskill 3 3
#poorleader
#poormagicleader
#noundeadleader
#end