I myself have stacked some DEC in Tronlink and also connected the wallet to Splinterlands.
For claiming the SPS , the wallet must be currently connected (open but not necessarily).
When I want to get my SPS, I just click on the "CLAIM" under the symbol. There is also directly shown how much I can then pick up within an new window in Splinterlands. There i have to "CLAIM REWARDS".
Afterwards a control window opens, where I have to confirm the transaction again (in my case via Tron).
As soon as I have done that, I get the SPS credited.
Unfortunately, I can not help with the other wallets...