Isn't the F# part of the key signature? Perhaps the normal trill notation takes that into account and sharps the auxiliary note half a step further. Are you entering in concert or transposed pitch?

Indeed, I get the same results you do. An unaltered trill (and one with the natural superscript) give the expected whole-tone trill. 

You might want to use the "Submit a request" link above to call this to MM's attention more directly.

I have no key signature, but the trumpets seem to remember they shoud have the two sharps. No displaying in concert pitch.

I tried to change the trill to a diatonic one, like below...

...and it was played correctly – e-f# trill. But the sharp is AFTER the trill, so in this case it should play an e-f trill and eventually an f# note.

Ok, the problem is somewhere else - the trills anticipate accidentals.