My New iMac is not getting all the messages I get on my iPhone. HELP!

This is just shot in the dark I am taking that you are talking about iMessage so go to your iPhone Preferences then scroll down to Messages then go to Forwarding and go into that and see if Text Message Forwarding is turned on for your new Mac. If it is not turn it on and see if that helps.

Where are you seeing this? I get nothing with a search and if it's there I'd like to use it.

The iMac is new, so u may have to see syncing in system preferences

Sign out of your Apple ID on all devices. Than sign back in on all using the same exact Apple ID. This will trigger synchronization.

Give it time, nothing is instantaneous.