@martinies,
That's an interesting conundrum. I'll read up and see if I can wrap my head around it. Right now I'm thinking that photon entanglement is no different from any other kind of quantum entanglement. Though photon numbers aren't conserved, their spin, energy, momentum, etc, are.
And, of course, all of that could be avoided if one were to accept superdeterminism, but not many people are fond of that.
(I'm indifferent to it.)
But I still don't see a problem with a photon not experiencing time itself, yet still travelling through space-time and interacting by being absorbed by other particles. It's what's actually going on all the time.