Your intuition is correct. When we denote a tensor by its elements, say $g_{\mu\nu}$, we really mean $g_{\mu\nu}(x^\sigma)$, where $x^\sigma$ denotes the functional dependence on the coordinates.
So yes, when we contract a tensor, say :
$$
J_{\mu}=J^\nu g_{\mu\nu}
$$
We really mean :
$$
J_{\mu}(x^\sigma)= J^\nu(x^\sigma)g_{\mu\nu}(x^\sigma)
$$
But we almost never write it, because it is redundant. However, when we do a change of coordinates, that's when it becomes actually important to at least have in mind what's happening. Let's denote
$$J^{\mu'}_{\nu}=\frac{\partial x'{}^{\mu}}{\partial x^\nu}$$
As well as :
$$J^{\mu}_{\nu'}=\frac{\partial x^{\mu}}{\partial x'{}^\nu}$$
If you haven't used the "primes on the indices" notation don't worry, it's just a neat trick to make less mistakes and remember formulas easier.
Then, we usually use the transformation rule :
$$V'^{\mu'}=V^{\nu}J^{\mu'}_{\nu}$$
Which tells us how the components of the $V^\mu$ transform into $V'{}^\mu$ in the new coordinates. But here, we have to be careful when we restore the x dependence. To be correct, the equation reads :
$$V'^{\mu'}(x'^{\sigma})=V^{\nu}(x^{\sigma})J^{\mu'}_{\nu}(x^{\sigma})$$
Notice how transforming the element $V^{\nu}(x^{\sigma})$, gives us $V'^{\mu'}(x'^{\sigma})$ which is evaluated at the transformed coordinates location. Of course, both $x'^{\sigma}$ and $x^{\sigma}$ denote the same physical point on the manifold, expressed in different coordinates.
To answer the last question about the Ricci, yes, the contraction is understood to be performed at each point in spacetime. To re-iterate, in full detail you have :
$$R(x^\sigma)=R_{\mu\nu}(x^\sigma) g^{\mu\nu}(x^\sigma)$$
Then one might ask oneself : why then do we say that the Ricci scalar is invariant under change of coordinates ? It can't be, since it may depend on the coordinates. And this is somewhat true. If we apply the fully detailed change of coordinates formula, for the Ricci scalar (or any other scalar) we get :
$$
R'(x'^{\sigma})=R(x^{\sigma})
$$
and this is what we mean really when we say that a scalar tensor is "constant" under reparametrisation.
Let us take an easy example. Consider spherical coordinates $(r,\theta,\phi)$, and assume that the metric is such that the Ricci scalar is :
$$R = r \cos(\theta)$$
Now say we change to cartesian coordinates. If we apply the formula for scalars, we have that
$$R'(x,y,z)=R(r,\theta,\phi)=r\cos(\theta)$$
Now, on the LHS we want something that depends on $(x,y,z)$. That's when the formula for the change of coordinates kick in. We need to express $r=r(x,y,z)$, and $\theta=\theta(x,y,z)$. Luckily I conveniently chose the formula, and we can immediately see that $r\cos(\theta)=z$. Therefore :
$$R'(x,y,z)=z$$
Thus, the Ricci scalar expressed in both coordinates is $R(r,\theta,\phi)=r\cos(\theta)$ and $R'(x,y,z)=z$. Now we can see a bit better why we say they are "constant". Indeed, the "functions" R and R' are different, the first is $R(a,b,c)=a\cos(b)$ and the second $R'(a,b,c)=c$. However, they are the same thing once we connect the fact that, due to the change of coordinates, $r\cos(\theta)=z$.