Library Linking with compositor and VSE Let's say I have the characters linked to a scene named "Shot_002" in Shot_002.blend where I did the animation. I can link the Scene to a new .blend file and use it in the compositor, or I can link the same Scene to another .blend file and use it in the VSE.
Is there a way to link the file with the compositing work to a file with the editing work to make a render of the full short film directly after the editing is complete?
No, but you do have recently opened files listed in File->Open Recent.

There is the Edit Linked Library addon that adds buttons to switch back and forth between linked mesh object files, but at this stage it doesn't support VSE strips. You may want to make a suggestion to the author or use it to make a similar addon for the VSE.