As a concrete example, in section 1.3 Equilibrium Statistical Physics by Plischke and Bergersen we can read
The simplest example is the internal energy $E(S,V)$ for a $PVT$ system. The second law for reversible processes reads $$dE = TdS - PdV = \delta Q - \delta W.$$
My question is not about this expression in particular, but about all expressions of this type. I do not understand how $E$ is a function of only $S$ and $V$. You see, when I read a differential expression I interpret it as a linearization. So for the above I read that a small change in $S$ will produce a change in $E$ proportional to $T$ (to first order). But since the size of that change depends on $T$, isn't $E$ also obviously a function of $T$? Moreover, it is not hard to imagine a path through $(P,V,T,S,\dotsc)$-space along which $T$ or $P$ vary. Integrating over such a path I cannot simply hold $T$ and $P$ constant, so how is the above expression valid?
I seem to be missing something fundamental. Or are there additional assumptions with such an expression? Maybe that we perform the integral along a special path, along the $T$ and $P$ axes, perpendicularly to all the other axes, and then use the exactness of $dE$ to know that all other paths would give the same result? But can we know that the thermodynamic axes are perpendicular (i.e. that they are not functionally dependent, I suppose), and that such a path exists? What do we do if the final state has a different temperature than the initial state ($T_f \neq T_i$).
I don't even know if I am making sense. Maybe I am thinking of this all wrong. I would really want to understand this properly, so any help is truly appreciated!