Indeed, as far as I know BibDesk uses symlinks for links to files. The rationale is that symlinks do not break whenever the file is relocated to another path.
Bizarrely, the issue is no longer reproducible after putting my machine to sleep and waking it up…
How are you adding the references from DEVONthink to BibDesk?
I am actually doing it the other way around: I add files to BibDesk, which automatically archives them into the DEVONthink Inbox folder. Once there, they can be easily moved to my research database.
Some time ago I wrote a script that extracts the DEVONthink URI for those files and stores it in a custom devonthinkfield of the BibDesk record. This enables me to open imported PDFs directly from BibDesk on both platforms (macOS and iPadOS),
Had I not forgotten about my own script, I wouldn’t have wasted your time with this discussion. Sorry!