That sounds unusual, are you on the most recent, stable version of BrawlEx? Perhaps try using a prebuilt pack as a base and making your own modifications to the roster from there.
I do believe so. I downloaded "BX Clone Engine v2.0.0.0 Stable" and "BX CSS Expansion v1.0.2.0 Stable" from the first post.
Also, okay, will try that and see if it results in anything different.
EDIT:
Okay, I installed a mod pack and got largely the same results. Stages, music and other files load fine, but extra slots are completely broken.
However, I got a new result: there are some bugged Mario slots that, when chosen, do not load a character during the fight. The game doesn't freeze and merely softlocks. Dunno if this info is helpful.
And with that, I am even more confused than I already was. There's gotta be something I'm missing here. Is there any specific Wii firmware you have to be on or something?
EDIT 2:
I should probably also clarify that custom characters also work when they replace another character.