Bibliographies producing [? ] or `I couldn't open file name 'titlesec.aux'` respectively

Question

Actual Problem

The issue that I'm actually trying to resolve is that TeXstudio gives me Citation 'mykey' on page 9 undefined (more about the error in the appendix below). I'm however not bound to TeXstudio but believe that the problem lies somewhere else/below.

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Research so far

This seems to be a related question. Following the suggestions in the accepted answer, I ran the bibliography module (bibtex.exe), which leads to this error: I couldn't open file name 'titlesec.aux'.

Looking for a way to tackle this (I found almost nothing), I tried this MWE which is provided here:

%File mb-bibtex.tex, then \jobname = mb-bibtex
\documentclass{article}
\usepackage{filecontents}            % loading package filecontents 
\usepackage[numbers]{natbib}         % bibliography style
\usepackage[colorlinks]{hyperref}    % better urls in bibliography

\begin{filecontents*}{\jobname.bib}  % writing file \jobname.bib
@Book{companion,
  author    = {Goossens, Michel and Mittelbach, Frank and Samarin, Alexander},
  title     = {The LaTeX Companion},
  edition   = {1},
  publisher = {Addison-Wesley},
  location  = {Reading, Mass.},
  year       = {1994}
}
@Book{adams,
  title     = {The Restaurant at the End of the Universe},
  author    = {Douglas Adams},
  series    = {The Hitchhiker's Guide to the Galaxy},
  publisher = {Pan Macmillan},
  year      = {1980}
}
\end{filecontents*}


\begin{document}
Test of bibliography: 
The funny book of Adams~\cite{adams}, the \LaTeX{} companion~\cite{companion}.

\bibliographystyle{plainnat}  % needs package natbib
\bibliography{\jobname}       % uses \jobname.bib, according to \jobname.tex
\end{document}

I compiled it from console and also using TeXworks. After pressing ENTER to forward from this error output:

! LaTeX Error: Missing \begin{document}.

See the LaTeX manual or LaTeX Companion for explanation.
Type  H <return>  for immediate help.
 ...

l.7 \begin{filecontents*}{\jobname.bib}
                                         % writing file \jobname.bib
?

a .pdf is generated, but it still lacks correct quoting. The previous output in TeXstudio was something like foo[mykey] bar, now I get [? ]:

Coming from the comments section ibidem, this question here arises.

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Installed versions:

• TeXstudio 2.12.2 (Qt-Version 5.6.2)
• TeXworks 0.6.5 (MiKTeX 20.7)
• first line of texput.log:

This is pdfTeX, Version 3.14159265-2.6-1.40.21 (MiKTeX 20.7) (preloaded format=pdflatex 2020.8.18) 19 AUG 2020 11:02

• JabRef 5.0 (should not be relevant)
• pdflatex --version:

MiKTeX-pdfTeX 4.0.1 (MiKTeX 20.7)
© 1982 D. E. Knuth, © 1996-2020 Hàn Thế Thành
TeX is a trademark of the American Mathematical Society.
using bzip2 version 1.0.6, 6-Sept-2010
compiled with curl version 7.61.1; using libcurl/7.61.1 WinSSL
compiled with expat version 2.2.6; using expat_2.2.6
compiled with jpeg version 9.3
compiled with liblzma version 50020042; using 50020042
compiled with libpng version 1.6.37; using 1.6.37
compiled with libressl version LibreSSL 2.8.2; using LibreSSL 2.8.2
compiled with MiKTeX Application Framework version 4.0; using 4.0
compiled with MiKTeX Core version 4.0; using 4.0
compiled with MiKTeX Archive Extractor version 4.0; using 4.0
compiled with MiKTeX Package Manager version 4.0; using 4.0
compiled with poppler version 0.60.1
compiled with uriparser version 0.9.2
compiled with zlib version 1.2.11; using 1.2.11

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Appendix:

Full error that is tooltipped while hovering over a simple \cite{mykey}

Zitat fehlt: 
mykey

(engl.: ~"Quotation missing").