If your XLOADCTL is set to 1 then AutoCAD puts a lock on the file and you might not be able to edit the xref. It is opened and locked by the base drawing. Setting it to 2 will make a copy of the xref'd file before loading it to the drawing, and then the original can be editted.
Check whether your drawing is saving the file name or the whole path name when you XREF. This could be why drawings on the local drive are easier to work with.