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I am currently doing my PhD too with an almost similar approach, except by the fact that I handle bibliography with Zotero instead of Mendeley. The way to prevent having an empty bibliography is not to use a referenced document (since the references' fields won't be on that particular file but in multiple different ones, and hence, bibliography won't be generated) but to create a page in the master document and then place bibliography there, just as you would do to generate an automated table of content or tables' index and so on. In order to create a page within a master document you have to click on Insert icon on navigator but, instead of inserting a new document you have to choose Text. You can also right click on navigator and click on Insert\Text on contextual menu (see image below, despite I don't have an English version)

Inserting text

I am currently doing my PhD too with an almost similar approach, except by the fact that I handle bibliography with Zotero instead of Mendeley. The way to prevent having an empty bibliography is not to use a referenced document (since the references' fields won't be on that particular file but in multiple different ones, and hence, bibliography won't be generated) but to create a page in the master document and then place bibliography there, just as you would do to generate an automated table of content or tables' index and so on. In order to create a page within a master document you have to click on Insert icon on navigator but, instead of inserting a new document you have to choose Text. You can also right click on navigator and click on Insert\Text on contextual menu (see image below, despite I don't have an English version)

Inserting textInsert image

I am currently doing my PhD too with an almost similar approach, except by the fact that I handle bibliography with Zotero Zotero instead of Mendeley. The way to prevent having an empty bibliography is not to use a referenced document (since the references' fields won't be on that particular file but in multiple different ones, and hence, bibliography won't be generated) but to create a page in the master document and then place bibliography there, just as you would do to generate an automated table of content or tables' index and so on. In order to create a page within a master document you have to click on Insert icon on navigator but, instead of inserting a new document you have to choose Text. You can also right click on navigator and click on Insert\Text on contextual menu (see image below, despite I don't have an English version)

Insert image