Smart Mailboxes not showing on iPhone and iPad Mail

Why are my smart mailboxes not showing up on my iPhone or iPad? Everything matches (accounts, sync, iCloud, etc). Cleared cache, un-installed and re-installed mail, turned off VPN but nothing seems to work. Everything else works fine.

One thing I've noticed, Today in both the iPhone and iPad never show anything and it did not show up in mail on my MacBook until I created it.

Had my iPhone and iPad 3 months before I got this new MacBook so mail was configured on those devices first but don't think that would be an issues.

Read a bunch of articles, all say it should work but they are all over the place.