Ulysses works. So does Byword or any series of text files. Linking is not as convenient with text files, but you can use the Luhmann system of namin/numbering (1a4d12 etc) to refer to a note by it’s number.
Drafts is where I write the initial notes, but then have been moving them to Dropbox/Byword.
I’m a little wary of putting things in iCloud or a proprietary system (Ulysses or Agenda). Should I ever leave the Apple ecosystem (and with it, iCloud) then everything is stuck in Apple-land.
UPDATE: Actually Ulysses is working wonderfully. By linking it to DropBox, each text file appears like a sheet, each folder like a group. A nested folder is a nested group. The file is named by the first line in the sheet proceeded by a
@: Luhmann 2018. And I get to use the organization and writing features of Ulysses which is a bonus.