environment: macOS 11.2.1, Affinity Photo 1.9.0
In "Separated Mode" . . .
When attempting to drag a layer (within the layer panel) from one document to another, the receiving document will create a duplicate of its pre-existing "Background" layer, without displaying the dropped layer. The end result is that the receiving document has two layers, both named "Background", with identical content. There's no sign of the dropped layer in the receiving document.
However, using command-C to copy a layer in the originating document, and then using command-V to paste it as a new layer into the receiving document seems to always work as expected.
The above seems to always be the case, regardless of how the originating and receiving documents have been opened. Opening them in Finder or within Affinity Photo seems to make no difference.