If you create a Universal app and deploy to Windows 8.1 and to Windows Phone 8.1 it should sync between the devices even if it's not published in the Store.
The make it work, first I played around Package.appxmanifest of both apps. In Package tab in Package.appxmanifest, I made sure that the Package name and Package display name were same for both apps. I also made sure that the Display name in Application tab is the same, although I don't think that this last one was needed, but don't have the time now to verify.
Long story short, making sure that the package information is the same, and that you're signed in on both devices with the same Microsoft account should work even in debug mode.
To test, in one app you can set a text value in a TextBox:
var roamingSettings = ApplicationData.Current.RoamingSettings;
roamingSettings.Values["Demo"] = TextBox.Text;
And in the other app, you can do this to display the same text in TextBlock:
var roamingSettings = ApplicationData.Current.RoamingSettings;
if (roamingSettings.Values.ContainsKey("Demo"))
{
TextBlock.Text = roamingSettings.Values["Demo"].ToString();
}
It synced nicely between my phone and PC.