I don't know how many times I've changed my main web browser and updated the default browser setting in the xfce4-settings-manager under "Default Applications", only to find that some other app like Emacs or Thunderbird opens links in my old browser.

I think the following is all that is needed to really change the web browser for all apps.

In Emacs:

;; web browser to open links in
(setq browse-url-browser-function 'browse-url-generic
      browse-url-generic-program "/usr/bin/librewolf")

In the shell:

$ sudo update-alternatives --install /usr/bin/x-www-browser x-www-browser /usr/bin/librewolf 200
$ sudo update-alternatives --config x-www-browser
$ sudo update-alternatives --install /usr/bin/gnome-www-browser gnome-www-browser /usr/bin/librewolf 200
$ sudo update-alternatives --config gnome-www-browser

…and enter the number for the new browser when prompted.