As far as I know there’s no current way to do that. When two instances federate with each other, the posts and comments, etc, get replicated on each instance. One consequence of this is that the same post ends up with different ids. I’m sure a solution could be developed, as the instances must keep a cross reference so they can match comments coming from different instances to the correct post. But as far as I know, there’s no UI way to link in an instance agnostic way.