Photos syncing, but not albums

Hey,

When I create a new album in Photos on my Macbook Pro, the photos sync to my iPhone but they just end up in the All Photos album. The album I created in Photos (Macbook) containing these photos doesn’t sync. I’m pretty sure this worked before because I have other albums on my iPhone, and they must’ve synced some time in the past. And obviously I can't sync albums via iTunes now because iCloud Photo is turned on.

I’ve got the latest updates on everything, is this a problem with El Capitan or the latest iOS9?

Any ideas?

Best,

Olov