So that's a question about something I want to deeply understand. Please correct me if anything of the following is wrong.
First of all for differentiation, the symbol $\frac{dy}{dx}$ came from the ratio $\frac{\Delta y}{\Delta x}$, and indeed this turned out to be a very suggestive notation, as you can find a great discussion about that issue here is $\frac{dy}{dx}$ not a ratio?. For example, the chain rule is almost trivial using this notation, because $\frac{\Delta y}{\Delta x} = \frac{\Delta y}{\Delta u} * \frac{\Delta u}{\Delta x}$, and so in the limiting process the equation holds. (ignoring for the moment the issue of dividing by zero when $\Delta u$ is zero for arbitrarily small values of $\Delta x$). And that explains why it works in the chain rule and the differentials appears to cancel out, this is because indeed the deltas before the limiting process cancel out.
For definite integral the notation $\int_a^b f(x)dx$ again mimics that fact that the definite integral is a summation process(Leibniz considered it a sum of infinite number of infinitesimals quantities), that is the limit of a Riemmann sum $\sum f(x) \Delta x$, and if you think of integration by substitution, then Riemann sums makes the famous formula acceptable, for if you let $x = g(u)$ then for small $\Delta x$ we have $\Delta x \approx g'(u) \Delta u$ so the original Riemann sum will roughly be equal to $\sum f(g(u)) g'(u) \Delta u$, and these two sums can be rigorously proved to be equal in the limiting process, and the latter sum approximates $\int_{g^-1(a)}^{g^-1(b)} f(g(u)) g'(u)du$, so this explains why the substitution rule in the definite integral really works when treating $dx$ as differential, without resorting to the fundamental theorem of calculus and chain rule to justify it and then saying we put $dx$ to remember the chain rule, it works because $dx$ mimics $\Delta x$
What I don't understand is why the differential notation in the indefinite integral case also works. It works again when integrating by subtitution to find an antiderivative, it just works like magic like in the definite integral case, just treat it as differential and all the substitution rules will work, whether normal u-substitution or inverse trigonometric substitutioin. Yes I know we can prove it works in the indefinite integral case in both directions(forward and inverse substitution) like here teaching integration by substitution, but we could also do the same with differentiation and definite integral and prove that this differential notation work, without understanding why it did really turn out to work, that is because the differential mimics $\Delta x$ in both differerntiation and definite integral and working with $\Delta x$ we can arrive at the chain rule for differentiation and substitution rules for integration.
I hope I made my question clear.