What I have:
Windows 10 desktop, Iphone 6s, Premium (family) Spotify account
What I have done so far:
-Ensured I have updated software and firmware on both devices.
-Pointed the desktop app to a folder of mp3 files and put them into a playlist. I am able to play them from the desktop app just fine.
-I have ensured my desktop and phone are connected to the same private wifi network while both apps are open, and the playlist on my phone's end still shows as empty.
-I have logged out and into both devices, deleted the app data of both devices and reinstalled them.
-I have also set my phone as a hotspot for my computer with no change in results.
-I have changed the folder location of the local files on my desktop, including changing hard drives. I am still able to play the music on the desktop app, but my phone shows the playlist as empty.
-I have "downloaded" the playlist in question on my desktop app, to try and move the files to Spotify memory with no success.
-I have ensured my Spotify desktop app has access through my firewall (both instances with public and private networks) and I have also attempted this with my desktop firewalls turned off.

I am able to "play on this device" from both my computer and my phone so there is clearly a connection, as well as my phone being able to know there is a new playlist along with the image I set for that playlist, there is simply no songs in that playlist to play or download.