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If your sync process is up and running, you don't need to send the settings from the Mac to the iPhone. That button is meant to help in the initial setup process, or to help folks get correct settings to their phone if something gets changed accidentally.

The way you're syncing your actions - sync one device to push new changes up to the server, then pull it down to the other device by syncing it - is exactly right.

You won't hurt anything if you sync in some other order, though. It just may take a little longer for all the changes to make it to all your devices.