I think we need to be a little careful about terminology here: although grammarians are not 100% uniform in their use of terminology, the 'linking' words that you cite are generally referred to as adverbial conjuncts, rather than as 'conjunction adverbs'. (This latter would, in in any case, be something of a contradiction in terms, since the labels 'conjunction' and 'adverb' denote mutually exclusive basic form-classes.)
Just to complicate things further, some more traditional grammarians, e.g. Fowler, employ the term 'conjunctive adverb' to denote an interrogative adverb used as a clause-connector, such as 'when' in
He asked me when I would be leaving.
Regarding adverbial conjuncts (so, therefore, yet, etc.) standing in mid-sentence position: since they are, strictly speaking, members of the form-class adverb rather than the form-class conjunction, purists will tend to insist on their always being prefixed by a true coordinating conjunction (and, but, etc.), thus amending e.g. popularly acceptable
He's away today, so they've cancelled the meeting.
He's away today, and so they've cancelled the meeting.
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