Help with icloud/syncing emails

Hi

I may be missing something really obvious here as I like to think I'm pretty good with technology and have been Mac based for the last 8 odd years so I'm used to the Apple setup etc. However, I'm having some difficulties getting things syncing across devices and wondered if anyone knew how to resolve this.

I have several different email addresses I use, my personal one and my work one, plus the standard icloud one you get when you create an icloud account. My personal email address is from my own domain name so is set up as an 'other' type of email account, my work email is Exchange Server type.

Across my iPhone, iPad, Mac and iCloud on the web the Exchange email address syncs perfectly. I can send/receive email from this account and if I delete a message/read a message/move a message to another folder etc it syncs automatically across all devices. With my own personal email, although I can read/delete/send emails from any device, they don't sync, in that I may read all my emails on my iPhone and then have to go through them again on my Mac and my iPad separately.

Also, when I log into iCloud on the web, the only emails visable are from my iCloud email address and this is all I can send emails from as well.

My personal email address is the one my Apple ID is set with.

Is anyone able to shed any light on this for me please as its extremely frustrating to have to keep going through my emails 3 times each day, and even more frustrating that my work email which is Microsoft based works better than my Apple Mail account!!

Many thanks

Jo