I can help a little, I think. When you upload a doc to SharePoint, SharePoint injects that doc with a bunch of XML. You can tap into this XML with Word's content controls. The result: an interface in Word that lets you edit XML data, then if you upload to SharePoint, SharePoint can recognize and sync your data in its column headers. If you edit and then download, you'll notice the info goes both ways: Word -> SharePoint and SharePoint <- Word. You can pass your URL back and forth this way.
To accomplish this, do the following:
1) Make a doc library in SharePoint.
2) Create a custom column "Big Test" <--- or whatever you want.
3) Create a new doc. Drop in a plain text content control. (On Word's ribbon, it's Developer -> Plain Text content control.)
4) With the content control still selected, click Developer -> Properties and give your content control the title and tag "Big Test Content Control" (or whatever you want). Save and close.
5) Upload your test doc to your doc library.
6) Download that doc. It's now been injected with the XML you need.
7) Download the Word Content Control Toolkit. Install it and open it.
8) Open your doc in the Toolkit. On the right, under "Namespace", select "http://scheams.microsoft.com/office/2006/metadata/properties".
9) Expand properties -> documentManagement. You should see your custom column header under documentManagement ("Big Test" if you followed this perfectly so far). Here's a look at some of the XML SharePoint injected.
10) Find your content control on the left. It will be called "Big Test Content Control" if you didn't provide your own name.
11) Drag and drop the "Big Test" tag onto the "Big Test Content Control". If done correctly, it will turn bright blue.
12) Save and close the Toolkit.
13) To test, reopen the doc through Word. Try putting a value in your content control, then saving and uploading the SharePoint. The custom column you put in should have correctly updated. If you then modify the data in the column and redownload the doc, then content control will update as well.
You already discovered that Insert -> Quickparts -> Document Property can do this faster, but the Toolkit should provide some more insight about what's going on in the background.