When using a file on 2 different computers, should we select 'open the last company I worked on' or 'connect to a shared company'?

One of our staff mostly uses our Sage files for all bookkeeping and reconciliations while another team member uses it twice a month to generate payroll. They do not use it simultaneously but in single user mode on different days, and from their own laptops when working from home. When we opened the file today to generate end Sep paystubs, the book keeper's work from early Sep can be seen, but the payroll from end Aug and mid Sep is missing. We think that one person is using the 'shared file' option while the other uses 'the last company I worked on'.

Which would be the correct option to avoid this mistake in future? Also, is there a way to 'merge' the 2 now, i.e. add the payroll work without having to manually enter it all again? Thank you