Vector smart objects in photoshop - broken link to cc library

Hi! Advice really appreciated on a CC library linking issue:

I copied and pasted a group of objects (including photos and vector shapes) from Illustrator to Photoshop, pasting them as a vector smart object. By default, this seems to have placed them as a linked smart object, which lived in my CC library (I mistakenly thought they were embedded, but the 'add to cc library' box must have been checked). 

I have since deleted the contents of my CC library, and I don't seem to be able to recover my assets. When I go into the photoshop file, the smart object link is highlighted as missing, but everything still looks fine in the file – nothing is pixelated, even if I resave the PS file as either a PSD or JPEG. Existing links from an InDesign doc to the PS file also appear fine and unchanged, so (at a surface level, at least) there doesn't seem to be a problem.

I can get rid of the missing link warning by right clicking and selecting 'convert to smart object', which seems to embed it instead, but alarm bells are ringing – if the link was missing, how has it managed to embed the smart object at this stage? Can anyone shed any light on how links to CC libraries from PS work, and whether there's problem with me converting the missing links to embedded smart objects at this stage? I don't need or want the objects to be linked in any way, so embedding them is a good outcome – I just don't want to loose quality.

Thanks!