There are instance-independent links to communities, for example: FindAKbin@kbin.social.
The good thing about it is, it will keep you on your home instance logged in while visiting the target.
How to make a similar thing to link to specific posts, or specific comments?
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You cannot really do this yet, the closest thing is taking the federated url and using the search function of your instance. Which, I think, only works if the content is already federated.
I’m slowly working on a website that can do this automatically, by using the API to look up the content on your instance of choice