Here’s how:
1- Make a Rhino file and name it "A"
2- Close A and make a new Rhino file and name it “B”,
3- now insert A as link into B.
4- close B.
5- Open A and link B into A.
6- close A
7- open B and try and get rid of the A reference.
For us both files were stored on dropbox, but I am not sure if it matters. I think the issue is that Rhino opens the referenced file in the referenced file too, so it gets a loop link (and this loop is obviously a user error) but it should be able to get rid of the linked files from within the blockmanager or through deleting the layers.