Hey Rick,
While I have never used Lee dies, I can speak from experience with Lyman, RCBS, Hornady, and a couple of others.
With a carbide die set, the case sizing die should be adjusted to the same setting for both 38 Special as well as .357 Mag. One set properly to full length resize either case, the locking ring should be locked in and be set forever.
The deprimer punch should also be adjusted the same for either 38 Special or .357 Mag. However, the deprimer punch may be part of the sizing die or the case mouth expansion die, depending on different die brands and when they were made. If it is part of the sizing die, there is no problem and it should stay set the same for both 38 Special and .357 Mag. If it is part of the expansion die, it will probably have to be reset each time you change from one cartridge to the other.
The expansion die will have to be adjusted because of the difference in case length between the two cartridges, and the seating die will also have to be changed for the same reason. In fact, you will most likely have to change the seating die any time you change the bullet for either cartridge.
Best wishes,
Dave Wile