trouble syncing with iCloud on my other devices

This is what I would do:

1. Add an appointment on your Mac or iPad and see if it appears on the other devices
2. Check to make sure you're using the same calendar on all (or viewing them). Tap "calendars" on iOS. On the Mac, tap the calendar icon next to the inbox. Especially important to not set up appointments using the "on my iPhone" calendar as that does not sync.
3. Remove the account from the Mac and iPad and add it back again

Calendars are linked to a central server for whatever account you're using; updates should automatically appear on all as you're not syncing to anything but that server.

This may help too https://support.apple.com/en-us/HT203521

You can set your default calendar on your phone too Settings > Calendar

Scroll to default calendar

Do you have your calendar set up on each device? The accounts are added on both?

Which apps will not sync? You mean data files across devices?