Advanced modal question

Fellow guitarists,
I've been playing for years, and I finally got bored with playing power chords and pentatonic scales. So I learned my major scale and modes. And I mean LEARNED them - in blocks,shapes,3 octave runs, up and down each string, I can play them up the neck in 4ths, 6ths, ect.
It took awhile (about 3 to 4 months)and I've noticed my soloing has alot of new colors and feeling.
Another reason for this new approach was to be able to construct chords, anywhere, and know what filler notes would fit over them (Hendrix's "Little Wing" sounding stuff).When I create a chord, its totally by ear (within the scale). I don't really care about what kind of chord it is, I just go by the shapes and sounds (This works for me because I've decided to only play and write originals, so I don't need to know that a chord is a Gm7sus2 - memorizing chords is only really needed if you are following someone elses song - if you think about it)
Anyway, I still need alot of work perfecting this system. I notice that if I'm basing everything aroung , lets say a D Mixolydian, I can build chords and add fills up and down the neck, but I can't seem to create an overall harmonic "change" or shift, like the sound of switching from a I chord to a IV or V chord.Am I making the mistake of staying in D mix throughout the whole song, or is it common to modulate to , lets say F mix.
This might seem like a stupid question coming from someone who has adapted an unconventional approach. You probably wonder why I wouldn't just experiment as long as I've come this far. The thing is, sometimes you may be on the right path, but you just need to get the hang of it, and othertimes you should just give up a certain thing and try something else.Life is short and I hate to spend a month doing something before I finally conclude that I'm on the wrong path.
To summarize, if I am basing a song on D mix, should I just keep working at it until I find good sounding IV or V sounds by experimenting with inversions, or is it common to modulate the whole fretboard to shift into F or G mix in order to create that "shift" (like when you change from a verse to a chorus or bridge.)
If I could just find out which direction to spend my time, then I'll work at it until I develop a harmonic sense with this new approach. Otherwise I'm worried that I could be wasting hours try to create a harmonic flow that just isn't possible(or is very limited).
To some of you advanced players, this may sound like a stupid question, but I'm mostly self taught and now that I'm getting into advanced territory,I'm slightly confused.
Major thanks....DCO

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