Mark,
First off, I would recommend using permanent URLs for media files if there's not a technical limitation in using them. Yes, they don't look pretty but web browsers don't care as long as the server has MIME type mapping and sends the right HTTP response headers to the browser.
Second, I'd check your web farm configuration for your sites. If media is only being synced to 1 application, that leads me to believe your other applications are not processing the web farm tasks correctly (or aren't identified as being in the web farm).
I don't believe any of this is related to the specific path on the filesystem that your media is being stored in.
Another option would be to use shared storage (like a shared file server or Azure/AWS cloud storage) and then configure your application for a shared filesystem