some text messages come on Imac but not on Iphone or Ipad

Please explain "That didn't give me any options. " In iCloud you can select what will sync, please check on all of your devices that the Messages app is set to sync. If they are set, then do the basics such as restarting the device and re-check. Failing that I'd suggest that you call AppleCare as they can walk you through various steps.

AppleCare contact Information

I'd start by looking at the iCloud settings on the iPad and iPhone.