Things not updating between devices

Here's a weird one for you... I have an iPhone 12 Mini, an Apple Watch (series 1), an iPad 6th generation, & a MacBook Pro running macOS Monterey, version 12.0.1. The watch is running the latest OS; the iPad & iPhone are being updated right now, but let's assume for a second that that doesn't solve my issue, which is...

I've noticed for a while now that when I do something on one device, it doesn't translate over to the other devices (& this happened with my previous MacBook Pro, too - I just got my current one about a month ago). For instance, I have a medication reminder on my "Reminders" app. It will pop up on my watch, & when I tap "completed", it still pops up about 3 more times. That's annoying enough, but when I open any of my other devices, they're there as alerts, too. I have to tap the little circle next to the reminder on EACH device for it to go away. That sounds like an iCloud problem, right? Buuuuut...

If I get a message via Facebook Messenger, & I read it on one device, it will still show up with the red number 1 on my other devices, as if I haven't read it! And then when I go into that app on the other devices, I don't even have to go into that message, just the app, & the alert will disappear. Huh??

It's as though my devices don't talk to each other, but I know they do. They're all on the same WiFi network (when I'm at home, of course), & say I'm on my computer & I open something up on my phone, it will pop up in the dock so I can go from one device to the other. So I really don't understand this. If anyone can help (& talk to me like I'm an idiot, please, I'm not good with technobabble), I'd really appreciate it. Thank you so much!

-Alicia