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I'm trying to find the sign of some very long expressions, but I don't seem to make it work using Simplify[Sign[...], Assumptions ...]. Here is an example of my problem. I can easily find the sign of these two expressions:

exp1 = θA1^2 θAU (16 θB1^3 (1 - λ)^4 + 
 64 θB1^2 θBU (1 - λ)^3 (1 + λ) + 
 5 θBU^3 (1 - λ) (1 + λ)^3 + 
 54 θB1 θBU^2 (1 - λ^2)^2);
 Simplify[Sign[8 (exp1)] , 
 Assumptions -> (1 - λ) > 0, θA1 > 0, θAU > 0, θB1 > 0, θBU > 0, λ > 0]

This expression correctly calculates as 1. A second expression:

exp2 = θA1 θAU^2 (16 θB1^3 (1 - λ)^3 (1 + λ) + 44 θB1 θBU^2 (1 - λ) (1 + λ)^3 + 
 5 θBU^3 (1 + λ)^4 + 54 θB1^2 θBU (1 - λ^2)^2);
Simplify[Sign[8 (exp2)] , 
 Assumptions -> (1 - λ) > 0, θA1 > 0, θAU > 0, θB1 > 0, θBU > 0, λ > 0]

Correctly calculates as 1 too. BUT when I try:

Simplify[Sign[8 (exp1 + exp2)] , 
 Assumptions -> (1 - λ) > 0, θA1 > 0, θAU > 0, θB1 > 0, θBU > 0, λ > 0]

Then Mathematica cannot compute... Any ideas on what may be going on here?

You need to increase the value of the suboption "AssumptionsMaxNonlinearVariables" to a value higher than its default value (4):

SystemOptions["SimplificationOptions"]

"SimplificationOptions" -> "AssumptionsMaxExponent" -> 25,
"AssumptionsMaxNonlinearVariables" -> 4,
"AssumptionsMaxVariables" -> 21, "AutosimplifyTrigs" -> True,
"AutosimplifyTwoArgumentLog" -> True,
"ConvertTrigsToRadicals" -> False, "FiniteSumMaxTerms" -> 30,
"FunctionExpandMaxSteps" -> 15, "ListableFirst" -> True,
"RestartELProver" -> False, "SimplifyMaxExponents" -> 100,
"SimplifyToPiecewise" -> True

Set the value of the suboption "AssumptionsMaxNonlinearVariables" to a higher value (say, 10):

SetSystemOptions["SimplificationOptions" -> "AssumptionsMaxNonlinearVariables" -> 10];
Simplify[Sign[8 (exp1 + exp2)], 
 Assumptions -> (1 - λ) > 0, θA1 > 0, θAU > 0, θB1 > 0, θBU > 0, λ > 0]

1

Reset the suboption value to its default:

SetSystemOptions["SimplificationOptions" -> "AssumptionsMaxNonlinearVariables" -> 4];