Hi Lars,
Regarding "Am I wrong in the assumption that the modified .dts (and defconfig) should be stored somewhere in sources?"
Ultimately no, but that isn't where I would start. I would create a modified defconfig/.config via
bitbake linux-imx -c menuconfig
I would then modify the appropriate .dts in place, something like tmp/work/imx6slevk-poky-linux-gnueabi/linux-imx/1.0-r0/git/arch/arm/dts/imx6sl-evk-common.dts. Then build via
bitbake linux-imx -c compile -f
bitbake linux-imx -c deploy -f
Then locate the updated (look at the date/time) uImage and .dtb files under tmp/deploy/images/core-image-minimal (or something like that)
Copy to the appropriate partition on your sd card and away you go. Hope this helps.