Not sure if this is a defect on Google Fonts side since we use the standard embed code recommended by Google to load the fonts. We use CSS to load the fonts and even if we do an explicit load of font weight with this –
@import url('https://fonts.googleapis.com/css?family=Montserrat:400,500,600,700,800,900');
the weights are NOT taking effect.
At present, only one thing seems to work – editing header.php file (override the same in your child theme by creating a file named header.php with the same content as that of parent) and adding this line –
<link href="https://fonts.googleapis.com/css?family=Montserrat:400,500,600,700,800,900" rel="stylesheet">
to line number 29 of this file.