Oh, I'm not claiming to understand/know any of this either. ;) Nonetheless -
They are indeed entangled to the extent of their interaciton. If the interaciton is a "classical" collision between two massive particles, for example, their momentum and spin would be entangled. If the interaction is, say, absorption of a photon by an electron, then the photon ceases to exist entirely and the electron has more energy (you could say the electron and the now non-existant photon are entangled). If the interaction was between two photons, they might constructively or destructively interfere. If the interaction was beta decay of a neutron, then the electron, proton, and neutrino would all be charge / mass / momentum entangled.
Now take the case of entangled photons where one goes through a lens. Everyone likes to simplify the problem and assume the photon going out is the same one going in, but we all know that's not what happens. The photon gets absorbed by an atom in the lens; for an instnat, the atom is entangled with the now-non-existant photon and its twin on the other side of the lab. It might be a "loose" entanglement, but it is still there. An instant later, the atom emits a new photon, which is partly entangled with the atom in the lens, and partly entangled with its original twin. And so forth, until the final atom in the lens emits a photon at the other end, in which case the new photon is still entangled with its twin to a degree, e.g., it's still polarization-entangled, but no longer direction-entangled - it's been "bent". Then there's that one last atom in the lens that's still entangled with that last photon - largely, in fact, for an instant. But then the other atoms in the lens all rapidly influence that last atom to such a large degree as to, on any perceiveable scale, render completely negligible the photon's influence on the atom. But the history of the interaction is still a part of that atom's wave function, no matter how small a part. It never "collapsed" - it just became infinitely small. But that infinitely small influence propagates through the entire lens, the surrounding air, the earth, the solar wind, etc. Thus, every interaction between any two particles alters the wave function of the entire universe at an infinitessimal level.
Hence, my statement that everything is entangled in an infinitely complex way, and my hypothesis that if one could model a huge number of particles interacitng and entangling as such, always obeying the laws of nature locally, the chaos that would ensue would, I believe, entirely mimic the quantum observations without the need for non-locality. Or put another way, my hypothesis is that any chaotic system appears to exhibit quantum-like effects when viewed at a sufficiently large scale.
Sorry for the overtly metaphysical babble.