All I can say is Delphi's bookmarks work the same as B4A. Traversing the bookmarks are local to the current file and don't jump from file to file.
It's common practice to have multiple files in the same project and have code from one file call a routine from another. So there is often the need to work on code in two different files for a given task,
Editor Tips:
Have you tried this?
Find All References
1) Put the cursor on the procedure name (or identifier) and press F7 to see all references to it in all files.
2) Click on the line in the "Find All References" window to jump to the line in any file.
3) You can then use Alt-Left and Alt-Right to move back and forth through the files to see the lines you just accessed.
Split Editor Windows
If you need to access 2 regions of the
same file, the B4A edit window can be split into 2 parts, either vertically or horizontally.
To split the editor into 2 regions horizontally, move the mouse over the very top right of the vertical scroll bar and the mouse cursor changes into a double arrow. Click and drag it down to open up the split window.
To split the editor vertically, move the mouse over the left most part of the bottom horizontal scroll bar and the mouse cursor changes into a double arrow. Click and drag it to the right to open up a split window.
Floating Editor Windows
If you have more than one monitor (or you have a large monitor), you can drag one of the tabs in the editor to another monitor to see the contents of both files at the same time.
Docked Editor Windows
You can also drag the floating window (created above) and redock it to the top of the tabbed editor windows so you have one file displayed at the top and another file displayed on the bottom (or one on the left and one on the right). This can be repeated as many times as you like. For example, you can have the editor display 4 files on the screen at a time. If you now click on the line in "Find All References" pane (created using F7), the editor window containing that file will jump to the line you just clicked on.
My Special "Bookmark" Tags
I add comments prefixed with "'##" as in "'##<TAG>" where "<TAG>" is any string you like. Now I can do a Find (Ctrl-F) on "##" to find all of my special bookmarks, or I can narrow it down and search for a specific special bookmark tag like "##TODO" and it will find all of my lines with "##TODO" like "##TODO:Add exception checking to code.". This allows me to jump to specific tags in the files quite quickly. I often find this better than using bookmarks because I can quickly find all references with comments that have this special tag.
Hope this helps.