Did you put the Fuel Pumps on? The engine gets fed from the fuselage tank only, which lasts 15-20min. The other tanks feed into the fuselage tank, but only if you turn on the individual fuel pumps. Just make sure to not run all fuel pumps at the same time, the excess fuel will be vented out.
Regarding your missing pilot issue, did you check your weights after you loaded your flight, or did you change the weights of the pilots? In some planes I sometimes have the issue, that it loads in empty even though I set the weights before the flight. In the T-33 the pilots will in fact disappear if you set their weights to zero. It might be even possible that they disappear at any weight below the standard weights, I haven’t checked that, but that is the case with some addons.