Have you tried "Set Frequency" command, either as Advanced waypoint action, or Triggered action? That should work.
I didn't know that the UHF radio works, thanks. Last time I used it I could only listen, not transmit. :)
You can't change the frequency by typing it in the comm box, it won't be accepted, it just turns red.
But you can change the frequency of your group either by "Set Frequency" Advanced waypoint actions (for waypoint 0), or by setting Triggered action.
But does the UHF radio work in Gazelle? I haven't flown it in a while...
R-3R is a radar guided missile (SARH).
The weapons selector has changed since release, to better match how the real one works, and it only sets launch priority.
This is how you create the wingmen, the other way is creating a different flight. :)
As for your wingmen not obeying your commands, first make sure you do have your radios set up correctly. Which aircraft are you flying?