What's the difference between श śa and ष ṣa?
I can't hear any difference at all between श śa and ष ṣa. Are they actually different?
According to Wikipedia, श śa makes the sh sound we have in English (which is what it sounds like).
It also says ष ṣa is supposed to be retroflex, with your tongue pointing backward (like you do for ड ḍa or ठ ṭha. I can try making a retroflex sh, but when I do it, it sounds very different from regular sh. When the voice on Duolingo does it, I can't hear the slightest bit of difference.
What am I missing here?
You're right that ष should actually be retroflex. However, in Hindi, the letter ष is found mostly in words borrowed directly from Sanskrit. A lot of Native Hindi speakers who are not too exposed to Sanskrit just pronounce it as श which is what the Duolingo TTS is also doing.
Are you sure? There a letter, क्ष , which does have that "ksh" sound, found in words directly taken from Sanskrit. But you may be right, perhaps ष is pronounced differently in Marathi. In Hindi, it is usually just like श , but sometimes more retroflex if the speaker makes that distinction.
क्ष is the conjunct of क and ष so you're right that 'xsh' may be referring to क्ष instead of ष.
It might also be possible that Anika-Tak's teacher was conflating pronunciation with a transliteration scheme.
From my experience, ष in Marathi is pronounced just like in Hindi, just with more people pronouncing it the Sanskrit way (as retroflex).