Many image processing programs do what's called nondestructive editing, where the original file is treated as you would a film negative and left untouched. Realistically, there's not a whole lot of reason to store the finished image in raw format because it's not a format that's often consumed by anything looking for a finished product. In some cases you might export to JPEG, TIFF or PNG for direct use or to PSD or some other format that feeds the next step in your workflow.

Programs like Lightroom, Darktable and AfterShot accumulate the list of the actions you took in a sidecar file such as the XMPs you're seeing along with the originals. (XMPs have a common format that allows other programs to get information about the images but leaves room for program-specific information.) Some programs maintain these changes in a database instead of files, but the concept is the same. Removing the sidecar will remove the program's knowledge of what you did, effectively reverting the image back to its original state. That said, many programs will allow you to develop multiple versions of the same original image by storing the changes in multiple sidecars.

Renaming the files may or may not be a safe thing to do, but that depends entirely on what software you're using. Some programs maintain a database of the images they know about, and renaming DSC1234.NEF and its corresponding sidecars to something else will leave things in a confused state if you try to go back to it later.

Check the documentation for the software you're using to be sure, but in most cases there's no need to keep a second copy of the raw file.