Trang, I'm pretty rusty on time-dependent covariates, so I can just refer you to, say, Paul Allison's BBU on survival analysis. I can comment on treating sodium as continous versus quantiles. If a predictor is reasonalby linear in the hazard space, it will be a better predictor than quantiles for a couple of reasons. For one, with more granularity in the measure, you can get better estimates. The second is that you are not really looking at quantiles as a test; you are looking at a 4-level categorial data and that dilutes the effect. I'm not sure how you can test for monotonicity. You could test for linear or quadratic effects, but that takes additional assumptions on the quantiles that may not be supported by the data.
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