Safe zones for cables

Sounds reasonable so long as it is fairly obvious that the two boxes could be connected. No rule that different circuits can't share a single chase AFAIK.

I cannot find an excuse to do that on a new build.

Strictly going around a socket is against the regs, but I have done it hundreds of times.

The permitted zones are a vertical strip from floor to ceiling the same width as the accessory and a horizontal one the width of the wall and the same height as the accessory so you're only going outside those zones for a very short distance to get round the corners of the back box. So technically it would not be compliant but in practice it's not a location where anyone would be likely to drill holes so it shouldn't present much of a risk.

If you positioned the other accessory an inch or so to one side of the socket instead of directly above it then you would create a second permitted zone passing slightly to one side of the socket which would cover the bends in the cable.

I have done it on drops where say there is a socket below a light switch, and the cable drop from the top. In some cases I have routed the passing cables "under" the back box of the switch (i.e. set deeper into the wall).

JOOI is this because there's not room to run the cable /through/ the socket box (and no room to use a deeper box)?

You quite often get that "for free" when the socket is a double and the accessory aligned above or below is a single.