Lemmy.world and beehaw dony work together. You'll only see cached posts and comments from one to the other. Beehaw decided to wall off their garden from world and sh.itjust.works
As for Lemmy.ml, there is definitely issues with cross Instance Syncing. Lemmy.ml is rolling out BE 0.18 release client updates at the moment. 0.18 brings some major changes. On the website when subscribing to lemmy.ml communities you often get the "pending" status rather than "joined"
Hopefully when full 0.18 rolls out to all instances these issues will be fixed. World and other instances re still on 0.17.4