I've recently reorganized my playlists and found that my local files for albums that are registered on Spotify, but are unavailable (greyed out), do not sync to my iPhone. Usually I do not add the local files directly to the playlists. Instead I add the greyed out unavailable songs registered on Spotify, which are playable on Mac because of the local files. They used to sync perfectly but not anymore. I'm not sure if this is supposed to happen.
Don't know if they changed anything but my client used to recognize local files in my playlists as the ones in their unavailable catalogue. Now iOS just chooses to skip syncing what's unavailable.
I just updated my Mac client and it seems even on the computer it doesn't establish any link between local files and the same songs in their catalogue anymore. And I edit my local files to make sure song name, artist and album are the same as the catalogue.