It wasn’t the British who insisted each state be recognized as sovereign by name in the Treaty of Paris. It was the representatives of the States themselves who insisted on that.
I have never heard of Madison writing any letter to New York saying that once a state ratifies it cannot secede. This goes against the whole tone and tenor of the Federalist Papers. It also goes against what Hamilton said to the New York Assembly when it was brought up that the federal government might become overmighty: ““To coerce the states is one of the maddest projects that was ever devised. Can any reasonable man be well disposed toward a government which makes war and carnage the only means of supporting itself, a government that can only exist by the sword?”.
Had Madison said clearly that a state cannot secede or written that into the constitution, it is certain no state would have ratified it. 3 states including New York and Virginia expressly reserved the right to unilaterally secede at the time that they ratified the constitution so they certainly weren’t agreeing to surrender their sovereignty forever to the newly created federal government.
I ran across the letter years ago when doing some research on the New York convention. It was a private letter—I don’t remember who the recipient was. For sure the question of whether a state had a right to secede was unresolved before the Civil War, and only resolved by force by the Union army.