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Regardless of what file format you are working on in Lightroom (RAW, JPEG, TIF, PSD, DNG) the changes are stored in the Lightroom database. The only way you can pass an image to Photoshop and include all of those changes is to create a copy. Once the copy has been opened in Photoshop you can do additional editing and save that copy with all of the Photoshop changes.
But you cannot open a RAW file or a DNG file (which is also raw image data) in Photoshop and then save the changes to the raw image. Photoshop does not write to raw images. Once you have opened that raw image in Photoshop it has to be saved in another format, and then you do additional work on that newly saved file. The same is true if you are using Photoshop/Camera Raw. As far as Photoshop is concerned, raw images (including DNG) are read-only. And if you think about it, that is really how you want it to be. You can always clear the metadata and have the image in exactly the same condition it was in when it was first downloaded.
there is no way to achieve what you want to. However, much of that can be saved, depending on the adjustments you are making.
Just for the purpose of recreating an image from the raw, I keep as much of the adjustments in Photoshop in forms of adjustment layers and masks as possible. Smart objects can be a great help as well.
When I re-create an image from raw, I replace the old layer in the TIFF with the new one. This saves me lots of work (particularly tedious selections). As I leave some actions anyway for the time I create a presentation copy, like final cropping, resizing, local contrast, sharpening, it is realistic for me to start from scratch and then skip over to a later stage.
As far as I know, I can update the DNG metadata with the changes I've done on Lightroom. But yes, I know I can't open the DNG in Photoshop just like any other file format, and then save the changes to the file.
I don't like that approach cause like I said, I want to save all my photos in DNG format for the future and keep them like that in a way I can revert back any setting if I want. And if I do do pixel-based editing after all developing in Lightroom, I'll loose the original file cause I don't want that nor I want to keep with 2 copies from the same photo (Original DNG/Edited layered PSD).
But you cannot have it both ways. It doesn't work that way, and it never will. Lightroom editing, as well as ACR editing, is stored as metadata. But once you open the image in Photoshop you are switching over to pixel editing. You are changing the actual pixel data in your image. That is why we cannot save Photoshop changes back to the DNG file or the original raw file. That is also why a new file has to be created. Lightroom just does it at the beginning when it transfers the image to Photoshop.
Everyone has their own workflow, and I'm not suggesting that you follow mine. But I do as much editing as I possibly can in ACR. I don't have Lightroom, but Camera Raw (ACR) works under the same principle. When I have done as much as I can in ACR I save my work as a PSD or TIF image, and that is the file that I use as my master for creating other versions. You just have to rethink your workflow because you cannot save Photoshop changes back to your raw images. It isn't logical, and it is not desirable.
I think I got it, thank you all!