I do this for years... I actually open the sketch in the PDE, because I appreciate the quick run, error highlight, and such. So sometime I find myself typing code in the PDE, but I suffer a lot...

I open the sketch in the PDE and in SciTE. If I modify it in the PDE, SciTE auto-detect the changes (with the settings I chose) and automatically update the corresponding buffer (if it isn't modified inside SciTE, something I try to avoid...). When I modify code inside SciTE (using facilities like quick / efficient search / replace, multiline editing, auto-completion, drag'n'drop of code fragments, abbreviations, and so on), the PDE isn't aware of the changes and has no fast way to reload the sketch, alas. Moreover, re-opening the sketch via File > Sketchbook > (your sketch hierarchy) doesn't work.
I found out that a fast and effective way to reload the sketch is to use the toolbar button (fourth one, upper arrow).

For syntax highlighting, I used the lazy/easy way, just using the Java lexer:
file.patterns.java=*.java;*.jad ;*.pde ;*.gradle
indent.maintain.*.pde=1
indent.size.*.pde=2
tab.size.*.pde=2
use.tabs.*.pde=0

No command to compile and run, I just use the PDE.

Just using this message as general (tmp) dump for anything related to my initial question.