When does Writing Shed sync your work: answer, when you activate/deactivate the app. There is also a Synchronise Projects command in the Projects menu. Choosing this forces the app to sync your work.
It is natural to assume that synchronising your work across devices takes place, if not instantaneously, then at least within minutes. Well, it is never instantaneous, but it quite often takes place within minutes, if not seconds. But, and it’s a big but, it can take much longer, sometimes hours.
This might seem odd, you muse, because, well, my iPhone and iPad are both next to me and my desktop Mac is in the next room…
The trouble is that your work has to travel through the Internet on its way to your other devices and that lays it open to network delays and iCloud delays.