For the first part of your question..for the sake of discussion...you have dwg A and dwg B... items from dwg A are shortcut into dwg B. In order the delete the shortcut from dwg B, you must fisrt delete the object within dwg B that is referencing the shortcut. If you don't delete the object, you will drive yourself mad trying to figure out why the "delete data shortcut" isn't working.
Hope this helps.