Q: Missing messages across devices

I've noticed recently that partial conversations in iMessage are missing across devises; or not syncing properly.  For example, today my sister sent me a message (she is an iPhone user) and I read it on my iPhone.  This same message did not show up on my imac or my iPad.  I sent a test message to her and it showed on all three devices. What????

I have double checked that all Send & Receive info was identical across devices, it was.  I checked that each had the correct Apple ID, they did.  I also signed out of all three and then signed back in.  I checked this link:  Link your iPhone number and Apple ID to use iMessage and FaceTime - Apple Support which was of no help.  Any ideas what is going on?  Are these messages just lost to the ether?  Not sure why this would happen and I hate not know why   thanks.