Link watched status to file

Seems watched status linked only to media library item.
So when watch file in file mode appropriate media library item keeps unwatched.

That's not correct. XBMC tracks watched status using the "playcount" field in the database and that one is part of the file table so if "playcount" > 0 then the file/item was watched independant of whether it's part of the library or not. One way to see that it does not only work for library items is e.g. with the The Trailers addon where trailers you have watched are also marked as watched in the addon's trailer listing.
Not sure though how this behaves for DVD folders, stacked items etc.

Apart from that I also noticed that the watched information (and other metadata) is not correctly shown in the files node.