Tested my LR to NIK and back again, mine is working. (In my test, the Color Effex)
LR 8, DxO NIK 2018
So, in the process, you select the image(s) you want to send over to NIK using the Edit In option, selecting the particular NIK plugin you want.
You tell LR Edit a Copy with LR adjustments, Copy, or original (if from a TIFF, just the first if from RAW)
Eventually the NIK plugin appears, you do your edits, you save (and close)
NIK goes away, LR appears, you should still be in the module you started out in before the edit in,
If you selected to edit a copy (one or the other) then that new version should be the image selected upon return to LR, Mind you, it will be stacked with the original, but the stack will be expanded.
Q) You are however not seeing a image at all?
Q) Are you currently sorting by file name?
Q) on the folder, try a sync (should not be required)
Sorry for the delayed reply - You have correctly described the process. I use Edit in ..., select the Nik plugin (in this case ColorEfx), do my work, save it, Nik closes, I get back to LR Classic but it says 'no image selected,' and the screen where the image should be is blank.
I am not sure what you mean by your last two questions.
Thanks David - I appreciate the help.