Basically just install it on all 3 devices, then identify which folders need to sync. And back up any saves you care about first, just in case.
First I set up the Shield. I think I just found it on the play store. Then set up each folder I wanted. SyncThing gives each shared folder a unique code, so when setting up folders on other devices you just enter that to let SyncThing know those 2 folders should sync. The Shield might not be ideal: a Raspberry Pi or something might be easier to work with than Android TV, but it still works.
On the Deck, you can just go to Desktop mode and find Syncthing in the repository. You don’t need to do any major changes like the Decoy loader or anything, but if I remember correctly it’s handy to have FlatSeal as well to grant the various programs permissions to each other’s folders. I also installed SyncThing GTK and added that as a non-Steam game, so even in Gaming mode I can access a GUI for it. I think that also made it easy to set up SyncThing to automatically start.
From there I chose to make a new directory, set that folder up on SyncThing, and then re-configured my emulators to save there. Retroarch, Dolphin, PCSX2. They all have different settings for it: PCSX2 sets up virtual Memory Cards, for example.
On Windows, I just followed the instructions to install SyncThing, then I also installed SyncThingy, which makes SyncThing run on startup. On a full desktop I found it easier to just use the existing folders for each program rather than create new ones and move them around.
Just to toss my feedback in the ring: I listen to a podcast themed around a local sports team on Spotify, and I often download them to my phone locally because I’m old and still have the habits of being on a limited data plan even though I’ve had unlimited for years.
I noticed the ads (pre-roll, mid-roll, and post-roll) and was surprised because a lot of them tend to be local ads for various cities across the US. HVAC services in Chicago, lawyers in Houston, etc. None for the city where the podcasters live, most of their audience lives, or the spots team is based.
I don’t always download the episodes to listen, only if I know I’m going to be out , or if I’m mowing the lawn and might occasionally stretch my wifi range. I haven’t tested fully, but it seems as though the ads only get baked into the audio upon download.
I also noticdd a few months ago that downloading a podcast I was partway through resets my progress, which has been incredibly annoying. If the ads are inserted at the time of download, that would make sense because the length of the audio would change.