Currently when we define the custom hierarchy in Advanced Roadmaps like 

Initiative --> Program --> Epic --> Story --> Sub-Task.

We don't have ability to link Initiative directly with epic. Users should have the ability to by-pass any of the custom Hierarchy and link the issues. Or Advanced roadmaps should provide the ability to define multiple issue types are same level, the way we have between Epic and SubTasks. We can have Story, Task, Bug at same level. For Example

Initiative

--> Program or Feature 

   --> Epic

       --> Story, Bug, Task etc

           --> Sub-Tasks