YES, I am the master of strange findings.
1. Create a document in AD, with Image policy Linked.
2. Drag a vector file from pixabay onto the document.
3. Use Edit in Affinity Photo.
Result: In AP an empty layer is shown.
4. Do steps 1. to 3. in Affinity Publisher.
Result: In AP the image is shown.
What does happen in APu, is that if you place the vector stock image linked, save, close the document and open it again, the image is shown as missing. Maybe due to the fact, that the linked vector stock image resides in a temporary folder.