In playing with the filtering stuff it appears that if Inbox is one of the labels on a given message, that is the "master copy," because if I delete it from the Inbox it is also removed from all other labels it's associated with at the same time. So if you have something that has the inbox label and other labels, and you want it to be retained elsewhere, do NOT delete it from inbox, just remove the inbox label.
All of this presumes you're reading via Gmail webmail. Heaven only knows how an e-mail client interacting with Gmail would handle this, as I know you can remove the inbox label on the web interface and the message will disappear in your inbox under an e-mail client, but there is no way to selectively nuke "labels" in an e-mail client.
It would be nice if the labels worked like symbolic links do, and that the message would not be deleted until or unless the last active label is has gets removed from the message or it's deleted from the folder associated with its last label.
Brian - Windows 10 Pro, 64-Bit, Version 2004, Build 19041
A gentleman is one who never hurts anyone's feelings unintentionally.
~ Oscar Wilde