Treat the links as part of the chain and when you replace the chain, install a new link. The links are reusable within the life time of one chain but not forever.

As to SRAM 8-speed links in Shimano 8-speed chains, I understand the Shimano's MTB chains (the IG-XX series) are indeed slightly wider than their road chains (HG-XX) and the links may not fit properly.