Start with a very very simple file with and easily selectable shapes (no overlapping shapes first). Use a very very very simple vector layer with easily selectable shapes and create some easy to recognize named styles and shapes and then experiment with this set up to see how all of this works.
Some styles I created were not available later, even on the same layer.
This is not clear. It doesn't actually... make any sense. Are you talking about named styles? Or named shapes? If you create and name a STYLE it's always going to be "available" unless you delete it using the "Styles" menu after selecting the style in the menu FIRST.
If you name a SHAPE (Shapes menu on left top of the style palette) that named shape can easily disappear at any time, if the shape is deleted for any reason, selecting and deleting the shape, breaking the points making the shape causing the shape to be deleted. If a shape is deleted the named shape is deleted.
When I edited the shape directly, other shapes in the same style changed also, which surprised me.
If you edit a named style all shapes with that style will change. Editing a single shape's base style will not have any effect on any other shape. Editing a shape will NEVER effect any other shape. You must have been editing a NAMED STYLE not a shape.
Don't confuse named shapes and named styles. These two things are completely unrelated. I wonder if having both of these in the same palette might be why it gets confusing.
A named shape (left menu in style palette) is just an easier way to access shapes by name in a complex layer. It does nothing else at all. Simply adds a name to a shape that already exists. Without a name, shape is still there.
Named styles (right menu in style palette) are unrelated to named shapes. Named styles is a way to quickly update many shapes on many layers with the exact same style, for example "Pants". If you created a style named "Pants", you would apply this named style to several shapes that make up the pants of a character. Later you select the named style "Pants" from the right dropdown of the style palette, change the fill color of the style and all the shapes using the "Pants" style updates.
This ONLY happens when editing a named style applied to multiple shapes.
(to apply a named style to a shape you use the "Style 1" or "Style 2" dropdowns in the style palette with a shape selected.)
Look at the CHECKBOXES of the styles as well. The checkboxes are VERY important. A named style has checkboxes for fill, stroke, stroke weight etc. If you UNCHECK a box on the NAMED style that means that attribute will NEVER apply to the shape using it. If you check the boxes on the SELECTED SHAPE the shapes BASE attributes override the named style. If you check the Fill box on a selected shape, that color for the fill will be used instead of the fill color assigned by the named style applied to that shape.
Keep in mind, a selected shape and a named style are two completely different things. They look "almost" exactly the same in the style palette but are completely different.
Some additional info on creating shapes...
When creating a new shape, it's style will default to whatever the style is of the last shape selected or named style selected in the style palette. It will use the current settings in the style palette to fill a newly created shape. If you were editing a named style and then created a new shape it would automatically apply the named style to the new shape. If you had selected a shape, then created a new shape, it would use the settings of the last selected shape.
I hate to say it but I would not use the paint bucket tool for shape creation. Learn how to use the create shape tool with point selection. The paint bucket tool does things "automatically" and is not always correct in how it chooses to apply shapes. You may end up with shapes in places you don't expect. It's best to create the shapes by hand first to better understand the process.