You can look at the Instances link bottom of page on the instance itself, in this case lemmy.dbzer0.com/instances. You can append /instances to any Lemmy address to see what's blocked or linked on that particular instance. It looks like you're on ursal.zone which shows as linked for lemmy.dbzer0.com
It goes both ways so you need to check lemmy.dbzer0.com is not blocked on your sign-in instance. I don't know how to look that up on Mastadon since I only use Lemmy/Kbin.