You haven't really said what you want to do, you've just focused on using an external editor.
"Is there a realistic way of opening multiple files at once? (During editing it's normal to go back and forth through several files)"
So just open multiple files in Sigil. On the left hand side, in the book browser, double-click each file you want to open. You will have multiple files open and can go back and forth between them. No external editor needed.
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