Using the reader and the library on Windows and Android and it doesn't sync the reading progress between the 2 platforms and also when I open up the reader, it will often open up to the first page, not the last page that I read. Is there a setting that I need to adjust?

No, the app should synchronize the reading progress automatically.

Turn off the server and read in android locally, does it keep the latest page read?

The app sends/gets read progress to/from the server when it comes to foreground and when you close a comic.If the server can’t be reached the synchronization will fail, but the app will try again if you keep using it.

I did some tests and it is synchronizing across desktop, android and iOS for me.