A family of Microsoft relational database management systems designed for ease of use.
To answer both questions:
Firstly you can't create linked projects with SharePoint. If you did succeed I would expect a high chance of file corruption.
Network shares are better, but not much. If the physical disk is not in the same building as you then don't do it, file corruption will happen, you may just get lucky for a few weeks. File corruption may explain what you are experiencing now.
My strong recommendation is to never use linked master files. Instead:
Create master files with the link option OFF. This copies all data and consolidates resource information which is great for reporting purposes. You also get a greatly snapshot of all projects for archiving.
It is relatively simple to record a macro of you creating the master manually so running a macro is all you need to re-build the master each week. I've used this approach for a number of significant programs of projects summing a total of well over 10,000 tasks into each new master.
Good luck!