Regarding the "No Room" message, that occurs when the payload's dimensions related to its attachment point cause it to go "outside of the slots in the bay" (typically vertical slots), and so it is too large to fit inside the bay's normal "payload slot" area. This is why the Dragonfly specifies "XR5Vanguard_ExplicitAttachmentSlots = 3" in its config file: otherwise it would not fit in the bay, so it is necessary to override the default XR5 payload slot checks. What I will do for the next release is add code to check whether 'ExplicitAttachmentSlots' is defined, and if so, to not show the "No Room" message. However, this is purely cosmetic so you may safely ignore those messages for now.
Now, regarding the attachment problem you are seeing, I tested that here and the problem is that Orbiter's scenario file parser does not like the spaces in the vessel name; Orbiter parses each scenario line by breaking it up into space-delimited pieces, so when it loads the Dragonfly's scenario data and sees this line:
Code:
ATTACHED 0:2,Whoan Vang One Station One
...it takes the first piece after the comma and assumes that is the vessel name, so here is what gets processed:
Since there is no vessel in the scenario named "Whoan", Orbiter does not attach it to the Vanguard. Fortunately, the fix is simple: do not put spaces in your vessel names in the scenario file. For example, just globally replace "Whoan Vang One Station One" with "Whoan-Vang-One-Station-One" in your scenario file and everthing works fine.