This is the scenario
We have our own Cloud instance of Jira
We work with other third parties that also have their own instances of Jira
We use our instance of Jira to collect all issues and then create issues in the third party Jira instances
We have proposed the use of Jira cloud to other agencies

What is required
Ability to link between the issues in the different Jira instances

Problem
It is not possible to use application links between two Cloud instances of Jira (even if both parties agree to it, sharing the link when creating the application link doesn't work)

Solution
Enable application linking on Cloud instances managed by different organisations

Source of information
Jira help desk