macOS has two sets of iCloud settings for apps in the Settings app: "Saved to iCloud" and "Apps syncing to iCloud Drive". Is there a difference between the two?
iOS only has "Apps using iCloud". Is that both of those settings combined?
I tested iCloud syncing with the Shortcuts app and you need to have all 3 macOS settings and all 2 iOS settings in order to sync shortcuts to all devices.
iOS Settings > iCloud > Show All > Shortcuts
iOS Settings > Shortcuts > iCloud Sync
Other Apple apps are different. Some apps sync settings and data with the non iCloud Drive toggle. Others sync settings and data through iCloud Drive. Some use iCloud sync for settings and iCloud Drive for data. Others the reverse of that. It's inconsistent.
If an app has both iCloud sync and iCloud Drive settings you should probably enable both unless one places an app folder in iCloud Drive and you don't want it.