I wanted to add to this as I found what you posted very helpful, but too many steps.
I used to be able to do a true “round trip” when I used Nucleo pro for rendering.
I figured out, instead of unlinking, deleting, rendering, and relinking the media, you can just delete it in finder and re-render. It will automatically relink in FCP.
The issue appears to be that AFX will not render over an open file. FCP will hold it as open as long as the program is running (Even if you close the project, but not the program).