Hi lynxar,
Welcome to Affinity Forums :)
There's no way to open a RAW file from Apple Photos in Affinity Photo directly. You have to do it manually: in Apple Photos go to menu File ▸ Export ▸ Export Unmodified Original.... Then open it in Affinity Photo, edit the image and save in your preferred format. To import it back to Apple Photos go to menu File ▸ Import... and select the file or drag it from the Finder to Apple Photos.
There's a third party extension (called External Editors) that is able to send the RAW file directly from Apple Photos to Affinity Photo but then there's no way to send the result back to Apple Photos automatically.
When you work in Apple Photos and edit your images all changes are also saved as JPG.