Is a long random link safe enough?

No. It is safe from guessing, not from forwarding, screenshots or a browser extension. Use named access for anything confidential.

Can I stop someone from downloading a file?

You can disable download, print and copy for viewers and commenters. That stops casual copying, not a photograph of the screen, so treat it as a deterrent.

What happens to files when an employee leaves?

Transfer ownership before you delete or suspend the account, otherwise the files can go with it. See How do I recover a deleted email or file? .

Should the whole team use one shared login instead?

Never. Give each person an account and use a shared inbox or a shared folder. Shared logins destroy the audit trail and are the first thing an attacker looks for, see How do I choose strong passwords and store them? .