that sounds like its missing the MQTT auto discovery topics, you could write a shell script to add that. or there might be a HACS thing to do it
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If MQTT or HA doesn't see it and doesn't give you the discovered device message you will probably have to create the device yourself in your config yaml.
But what's all the GUI shenanigans for, then? There are so many configuration options under MQTT devices in the GUI, but nowhere to enter an actual MQTT topic. I wonder what it's for.
What type of radio is the weather station using? Are you pulling the data using RTL_433?
Yes, with a Raspberry Pi, and sending data to the MQTT server directly with rtl_433 and the MQTT option.