Welcome to MusicBrainz, @Enigmatique !
It sounds like you are committed and diligent. That means you probably will be a fine editor here. Hooray!
I have a similar situation to you, in that I tend to buy CDs and music files from local artists. Often the artists themselves are not in MusicBrainz, let alone the releases.
My solution is to edit the MusicBrainz database first. I (almost) never edit metadata in Picard. I get it right in the MusicBrainz database first, and then have Picard transfer that metadata to my music files. The two things I like about this approach are that: 1) it improves the database for everyone, and 2) it stores my work in a database which will survive, even if the disk holding all my music files unexpectedly fails.
When I acquire a release, I first check quickly to see if it is in MusicBrainz in usable form. For a CD, having Picard look it up in MusicBrainz is a sufficient test. If it finds an entry, all I need to do is improve that entry. If it doesn’t find that entry, then I know I have some amount of data entry to do.
Where I need to do data entry, my first step is to enter or improve all the Artist entries for the artists mentioned on the release (especially the album artists). It is common to find Artist entries that have the same name as someone on my release, but are different people. So, entering disambiguation strings, and extra metadata like official website, for the existing Artist entry becomes part of the task.
Once I have the Artist entries, I can enter the Release. If I have a CD, I start the process from Picard, because Picard a) supplies a count of tracks and the track timings, and b) supplies a discID for the CD. But I do all the track name, track artist, Recording entity, etc. editing on the MusicBrainz web app.
Only then do I actually RIP the CD, break it up into per-track music files, and insert metadata into the music files.
You have music files with a lot of metadata already. My suggestion is that you open those music files in Picard, so that you can copy the metadata, and open the corresponding Release entry in the MusicBrainz web app. Then copy text from your music file metadata to the Release entry in the MusicBrainz web app. Continue until you are satisfied that the metadata in MusicBrainz could replace the metadata in your music files, and you would smile instead of weep.
I would characterise it as, these two pieces of software are absolutely designed to work together seamlessly, but not “back and forth”. Media-derived data like discIDs and ISRCs flow from Picard to the MusicBrainz database, and other metadata flows from the MusicBrainz database to Picard.