My questions are: do I need to treat my internal drag and drops the same way as my external ones?
In principle, yes. There is some "internal drop" stuff in U++, but it is there only to simplify internal drops (that then do not work 'external') - the thing is that for internal drops you do not have to define external format.
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Is there an external and an internal DnD working simultaneously?
The code is the same, at least client code. I would have to check whether there are some internal - external code pathways in U++ DnD implementation.... but I doubt it, except for name of internal clips.
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Is there a way to know which instance a DnD is coming from?