Hi Jens,
The relationship matrix is automatically updated every time you create a new element or a new relationship. Check the following:
1. Your source and target packages (upper left corner of the matrix). For example, if a new element is contained outside the package you chose for source, it will not show up with the source elements in the matrix. You can make the root (namespace) of your project both the source and the target, so as to make sure you have everything in your matrix.
2. The type of element (to the right of source and target). If I have "use case" as source and "requirement" as target, the matrix will only show these types of elements.
3. The link type and direction. If I have a dependency link from a use cases and a requirement and I have chosen something different from "Dependency" and "Source -> Target", the relationship will not show up in the matrix.
On diagrams: I do not know of any way to link two diagrams so that changes in one are reflected in the other. However, new relationships made in one diagram between (say) two objects, are displayed automatically in all other diagrams that contain those two objects.
I would recomend for you to create a particular element ("customer" class, "Charlie" object, "deleted" state for "customer" class instances...) only once, and reuse this same element in all you diagrams: just drag the element from the project tree into the new diagram (and, in the case of classes, make sure you do not have "auto instance" on). This way, all changes to a particular element are reflected in all you diagrams.
Hope this helps.
Jaime