We study an exclusion process with 4 segments, which was recently introduced by T Banerjee, N Sarkar and A Basu [J. Stat. Mech. (2015) P01024]. The segments have hopping rates 1, r(< 1), 1 and r, respectively. In a certain parameter region, two shocks appear, which are not static but synchronized. We explore dynamical properties of each shock and correlation of shocks, by means of the so-called second-class particle. The mean-squared displacement of shocks has three diffusive regimes, and the asymptotic diffusion coefficient is different from the known formula. In some time interval, it also exhibits sub-diffusion, being proportional to t 1/2 . Furthermore we introduce a correlation function and a crossover time, in order to quantitatively characterize the synchronization. We numerically estimate the dynamical exponent for the crossover time. We also revisit the 2-segment case and the open boundary condition for comparison.