Hi,
In my experience each device is standalone in this regard and that the "sync" is only "Display on All devices"
Effectively the iMessages servers "copy" the iMessages for as many devices as you have registered.
iMessages are constantly pushed at the devices until they accept.
One device may therefore accept before another.
As each device logs in using it's Serial Number in conjunction with the iPhone Number or Apple ID and Password iMessages can only be sent/pushed to that device.
That said I do find that my Mac does not always show me items that were a conversation on my iPhone when I turn it On.
I.e it look like items are already "deleted" when in fact they have never arrived.
In fact for me they are not always in order.

I iMessaged my wife at 7 minutes past 4 yesterday but her reply at 4.31 (just at the top and cut off) show "first".
I find the system is not always as smooth as it should be with no real clues as to why this is.
This page does not show any light either http://www.apple.com/support/systemstatus/
The Push system is not like the Fetch system that the Mail app uses.
Items are sent to individual items and are not linked to each other.

8:52 pm Thursday; March 3, 2016
iMac 2.5Ghz i5 2011 (Mavericks 10.9)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad