Sorry, macamba, but if you state you know what apt-get does, but do not understand that apt-get updates does nothing more than updating the internal database of apt-get, I cannot see where you have understood apt-get...
Of course, a apt-get upgrade upgrades packages (that's why its called that way), but never without giving you a hint if there is any known conflict. If you use more sources than the ones provides by the basic installation, you enlarge the risk that something breaks without having a conflict configured - an installation package states in its internals which requirements are needed and which conflicts the developer clearly identifies, but this mostly happens in the scope of a single package source - the guys maintaining the original debian packages cannot know about specialities of proxmox packages, and the proxmox developers cannot check against conflicts with each and every package repository in the world. But in the end, this is no question that is only related to proxmox, as this happens in each package-based installation system