Ok a bit of an update. I removed my "version" part from config...yaml. I then removed the mysensors.pickle file, restarted HA and then restarted my nodes. And voila, the started showing up. So either there was something wrong with the pickle-file or the version data didn't work.
But I can see now that the gw sends it's version to HA all the time, like a heartbeat. I'm not sure if this is correct or not.
Now I just need to figure out how to change the names of the sensors in HA to get them more like all my other devices.