I don't believe you can send purchased troops directly to your reserve slots. What you have to do instead is before you go in to the shop, fully move one of your troops to your reserve to create an empy slot in one of the 5 main slots, and then go in and purchase new troops.
The only awkward thing about this is that you can't swap different sets of troops back and forth between your main slots and reserve slots if you don't have an empty slot somewhere to work with.
The workaround for this is go to one of the castles. Each castle has three garrison slots on the left hand side of the page, towards the bottom. You can move troops into there to create an empty slot in your troop compliment, and then re-organize from there.
Hope that helps.
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