Musashi is probably right... the game only differentiates between missile, spear and heavy infantry (sword, axe, halberd, bill) so building the heavy infantry should work. Hybrid units may count as either heavy infantry or missile depending on which aspect they emphasize more. Of course, historically spear and heavy infantry are pretty much the same thing (the French and English knights at Agincourt fought on foot in a "push of pike" using their lances) so the distinction is mostly an artificial one intended to improve gameplay.
Not all units have the upgraded weapon graphic. Your knights' lances get some sort of shiny chisel head and your spearmen get broad-bladed spears. Other than that it's hard to tell. Doesn't your unit card show the bronze weapon upgrade symbol?
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