Sync live or Catch Up Button for Excel

For training purposes, I need to share an Excel document with two other team members and see what their updates are live as they do them. Because I'm using an image for the Excel background and the online version doesn't support the background, I've shared the Excel Document with them using the Excel app.

At one point, I could see what changes they made live, but stopped shortly after starting. I see they have the document open at the top. I was told about the "catch up" button but don't see it and couldn't find anything online on how to enable it.

I've had all of us try using the save button but that didn't make a difference.

One of the other team members had this message pop up but she wasn't doing anything to prompt this to come up. Me and the other team member haven't seen this ourselves.

Does anyone know of how to get the document from the app to sync live or possibly know how to get a background image to appear for the online version?
Thanks in advanced.