Hope I'm not missing something obvious, but according to the tutorial here (https://developer.valvesoftware.com/wiki/TF2/Creating_a_Payload_Map#Filters) there are a few point entities required for a Payload map that I can't find in Wall Worm's Point Entities rollout:
- filter_activator_name
- filter_activator_class
- filter_activator_tfteam
I'll release a fix for these missing entities later today.
I've partially fixed this problem but there is still a bug... I won't have this fixed until tomorrow.
This has now been fixed: http://www.wallworm.net/index.php/topic,1137.0.html
After updating, you'll need to go to your WW settings and hit the Reparse above the FGD section.