Retired ARNG and former company commander here.
First, thanks for what you are trying to do here which is the right thing. It's rare these days to see someone being proactive.
Here are the problems your commander is confronted with...
Your unit is scheduled for weapons qualification on a set date. His mission is to get as many soldiers qualified in a relatively small window (IDT weekend) so his unit maintains readiness. This includes you. In some states like Texas, this can be accomplished throughout the training year. If your unit is in a state like Michigan or Ohio, weather is a consideration.
Your situation is unique in that non-flying ARNG/ANG units usually don't have to deal with airline flight crew members. You have mandatory training with the ARNG vs. mandatory training with your airline. That situation just doesn't happen very often. Your unit and your airline are in the classic rock. vs. hard place scenario. I was in the same situation when I upgraded at Comair. However, I timed my upgrade so as to avoid this type of situation. I was a staff officer at that point in my career.
Have you inquired about doing your weapons qualification with another unit following completion of upgrade training? Your unit should, but is not required too, be able to make this kind of arrangement.
If your airline denies your upgrade because a conflict with mandatory military training, rescheduling your upgrade training solves the denial. Your training was rescheduled but not denied. If your unit refuses to help out, they are failing/refusing to recognize the demands of civilian employers here. There is an implied need here for ARNG/ANG units to recognize the citizen-soldier concept, too. I had to fight that with my battalion command a few times when I was a company CO.
PM me if you'd like more detail or any assistance. Good luck, soldier!