If you use the Microsoft tools for everything they do integrate nicely. I use MS 365 for work daily, but ToDo never stuck with me, i do not like it for all my other (non-work related) tasks and projects, and i do not want separate tools. Many companies allow access only for enrolled devices, so i would not be able to use it on my personal devices.
I also work for multiple clients which all use MS 365, for larger projects i use a customer-provided MS 365 account. You cannot have a single Task list in MS 365 for all your accounts (which is understandable), which would give me multiple work-related task lists (and calendars for that matter).
Not all tasks will end-up in my personal task manager, sometimes they reside in other tools, like MS Planner, or servicedesk software. In the past i created links to these tasks in my personal task manager, but i stopped doing that and just create a single task “Check tasks in …”.
Me neither… even Word has issues with this sometimes … especially when opening (heavily styled) document in the web versions of Word for example. But also on desktop clients it does not always work well with complex documents.
When I flag an email (Message → Flag) in Outlook and then open Microsoft To-Do (not Outlook’s to do), there’s a Flagged Email menu item on the left panel. Click it and you should see the flagged email there. Click the email and will display an “Open in Outlook” link in the right hand panel. That link is a deep link and can be copied.