We use Revit 2019 and 2020. When we changed something in link file then turned and reloaded file, even we closed file, Revit most of the time said : " The link cannot be reloaded because it is loaded into another open document."
First, we closed file then opened and same issue.
If we restarted PC then reloaded file, it works.
PS: we didnt changed file location, just link model to another file.