It’s really annoying having all citations for all documents mixed up in one database.
And if you edit your doc on another computer you lose all your references!
Why is such a terrible system the default
To answer your question … you can save your citations in the document.
Poorly named and poorly documented.
Insert > Table of Contents and Index > Bibliographic Entry > From Document Content > New
This will open a dialog called Define Bibliographic Entry.
Each time you do this it will build the database in the document.
Find previous entries with the Short Name drop-down.
This isn’t a suitable topic for Ask site, where users help each other to solve problems. Your proposal is better placed on Bugzilla as an enhancement request.