If we talk about Johann #05:
Please make sure that you are dispatching a complete set to this contractor. Your locomotive has to pull maximum amount of its set wagons in order for the SET to be complete.
(No Gem cars needed!)
Please make sure that it is displayed as a set:
Pay attention to the SET symbol in the yard and trains manager, this will show you if a SET is complete.
more Info → http://trainstation.wikia.com/wiki/Category:Train_Sets