Thank you for replying, very informative. I think I have most of the actions/types I wanted associated with my preferred ones now. The most noticeable one is Firefox when I open downloads from the menu. I’m not sure if Firefox uses xdg or not? I don’t mind GTK or Gnome at all, in fact I probably have spent more time on Gnome, but I do like when things are consistent.
That’s a great tip! It turns out I must have already tried some of that. I found multiple settings in about:config. Anything with a file picker works (open, save as), but the “open folder” from the Downloads dialog must just not use xdg-open, since none of the settings had an effect on that. It’s not the end of the world, but it would be nice to have my Dolphin bookmarks and places.
Edit: Adding this here in case someone in the future finds this searching for the problem. It looks like I’m bitten by the bug described in comment 55 (near the bottom) of this Firefox bug report. TL;DR: it works if I have Dolphin open already, but if not, it starts Nautilus. While this isn’t great, at least I have a workaround.