Let me start by clarifying how DxO manage their editing workflow.
- All image edits are stored in the database.
- They are also optionally stored in DOP sidecar files
- All metadata for RAW files are stored in the database
- They are also optionally stored in DOP sidecar files
- They are also optionally stored in XMP sidecar files
This methodology violates SPOD (single point of definition) and can cause confusion when moving image files, when the database can become out of sync with the DOP and XMP files.
I, personally, regard the database purely as a cache and rely solely on the DOP files for image editing data. Whatever you do, don’t attempt to edit the database without expert knowledge. Failure to obey this advice can cause great pain to the brain 
PhotoLab refuses to allow writing of metadata directly to RAW files, based on the unnecessary assumption that the original RAW file should be treated as a “negative” and, thus, should never be edited. This is one of the reasons PL uses XMP sidecar files, so that metadata can be transferred between PL and other editors.
Well, I use Nikon a D850 camera and have the option of using Nikon’s own NX Studio app for their NEF files - but I don’t because it is nowhere near as good as PhotoLab.
However, it serves as a useful comparator for how metadata can be safely stored in RAW files, without affecting the image data.
NX Studio safely and securely writes both image editing and metadata directly to their NEF files, creating a proprietary [NikonApp] section in the NEF file and obviating the need for external XMP sidecars by including the metadata in the exported TIF or JPG file.
No matter what the RAW file type, it can contain anything between one and three JPG preview images of varying sizes and quality, alongside the RAW image data block.
These are used to create the thumbnails that you see in the filmstrip. The full size image in the editor is decoded on the fly from the RAW data block in the RAW file. If you see a slight flicker when the image is loaded, this is because PL uses the full size JPG whilst the decoding is happening and then replaces it on completion. Depending on your computer’s performance, this can be more or less obvious.
In summary…
I use DOP files for image editing data because it means that they can be moved, along with the image file, without fear of database corruption and to avoid errors when moving files.
I use my own external metadata editor to write directly to the RAW files but, if you want to work with certain other editors, you may have to use XMP files to transfer metadata. I don’t regard PL’s metadata functionality to be sufficiently mature or reliable.