It seems that the main problem is the Windows app. Tried several ways to create playlists, with 2 different computers. The lists I created often appered empty on Androd and Linux. The playlists I created using Linux, showed just fine, and synced right away.
I saw people saying that Spotify removed that the functionality, but it is not the case. It seems that they really screwed up the app on the last update. I hope they fix it soon.