There’s loads of discussion of this online, but it appears that using multiple vaults in Obsidian does not support the wiki-style [[x]] linking between two vaults. Instead, you can:

  1. Get the Obsidian URL of the page you want to link to by right-clicking it, Copy Path, Obsidian URL
  2. Use a regular Markdown link in the link-from side, like [PiHole & Unbound](obsidian://open?vault=Tome%20of%20Finite%20Knowledge&file=Systems%20Administration%2FNetworking%2FPiHole%20%26%20Unbound).

When the link is clicked, Obsidian will find the other vault, open it, and jump to that page. Not the greatest and there’s no graph links between them, but it does work.