I learned a lesson using Nik Software. I opened an image in PS as a smart object, added a cloning layer above and cloned and retouched the image. I then took it into Color Efex's and added a filter. When I closed the file the cloning showed up on the image. I sent DXO screen shots and they said they would take a look.
I also had a layered image from PS in LR and opened the image from LR to Topaz Textures and added a filter. I took it back into PS to do some adjusting and all the layers were flattened. Sent email to Topaz to see if this could be avoided but never from them.