Maybe a silly question but are the links identical in that the arrow points to the pin on both, or differ in that one has arrow pointing to the pin the other arrow pointing to the hole?
I am pretty sure the KMC quicklinks I have are identical so no matter which way round you put the link one arrow points backwards, you would typically put this on the inner but I genuinely cannot see how it matters.
Shimano quicklinks, interestingly or not, are the same part no for 105, Ultegra and Dura Ace. The 105 chain has the Sil Tec coating apparently only on the inner plates, Ultegra inner and outer and Dura Ace both again but with hollow pins.
From using all three I have never noticed any difference in shifting performance and between 105 and Ultregra no weight difference either. Needless to say I stick with 105 and buy the OEM / trade version.
On the quicklink I have had 2 KMC links go loose after being reused a couple of times, one was noisy with slight front/back play and they other was close to genuine failure with side play (outer bent).
I have also, again with KMC links, seen significantly faster wear of the quicklinks than the links in the chain itself. Worth keeping an eye on but can’t see Shimano fitting these as standard without them lasting the life of the chain - that said they do stipulate single use.