First of all, make sure that this is somewhere in the new weapon definition (in Weapon.ini):
Code:
WeaponBonus = PLAYER_UPGRADE DAMAGE 125%
This allows the weapon to be affected by damage bonus upgrades. Now you need to specify
which upgrade. With actual weapon objects such as tank shells and rockets, this is done in the object's code itself.
Open up WeaponObjects.ini (or wherever you've copied the rocket object definition), scroll down a bit, and check to see if something like this is present:
Code:
Behavior = WeaponBonusUpgrade ModuleTag_99
TriggeredBy = Upgrade_AmericaLaserMissiles
End
This triggers the WeaponBonus assignment in the weapon and gives the missile or shell the weapon bonus.
Since you've already tried the weapon bonus approach, I think you overlooked the latter part.