Check out Cherrytree. I use it for keeping track of literally everything in my life. It’s hierarchical and searchable and you can insert files as well as hyperlink to external files, URLS and other nodes internally. You can export the database in various formats and there is also the option to have it encrypted. You can theme it in the preferences to make it look nicer too (the default is a bit retro-looking). It’s free and open source and AFAIK you can open your database in other applications, so you’re not locked into it.

If you want to sync it across devices just use Syncthing or whatever file sync app you’re selfhosting.

I highly recommend it! Probably the most important application I have on my computer.