Complicated set-up: guilty as charged! Cruft accumulated over years. Working on it. :)
Links to files: for my own use, rather than sharing. It's useful to have links to files and folders or some project related assets (e.g. Muse boards) in tasks or project overview notes.
Edit in place: it's been mostly about PDFs and a few script files, and again, not often enough to become a real issue. I'm just trying to understand my blindspots a bit better. As you've offered, it's likely just a matter of me paying more attention to UI. There's nothing significantly new about any of this— I never had any problems knowing that the file I just opened in Editorial would be saved back to its location in Dropbox, but that was all clearly signposted in Editorial's UI (was there a file save/update indicator? I don't remember precisely...). Opening a PDF in Documents offers a dialog to "save to Documents", and (as far as I understand it), ignoring that option allows you to work on that file in its original location, but that's different from using Runestone's Files interface to select a script to edit (no dialog, it just opens, and away you go). We long since been removed from the acknowledgements of when and where a thing has been saved or updated.
Most of the time I get it right intuitively. But whether it's a holdover from the old days of iPadOS when fewer apps were using the iCloud file picker and so had their own UI for file management, the even older days of macOS where saving something was a more manual process, or the variety of ways different modern iPadOS apps signpost editing in place, I still do find myself checking on occasion: "wait, did that just save properly?"
This may also has something to do with the positioning of apps over files. I used to work with files or documents. Editorial (and apps like it) gave me a way of working with my text files stored in Dropbox, and I would also work with those files in completely different applications on my Mac. For better or for worse, since I shifted to using the iPad as my primary computing device back in 2016, my predominant mental model for getting things done has been app-centric. Notes in Drafts, boards in Muse, mind maps in MindNode, and so on. Where the file lived wasn't less important than how easy it was to get that file into the app I needed to use to work on it, and once it got there, that was pretty much where the file remained.