All the links mentioned in the question above are CLM links. See https://jazz.net/wiki/bin/view/Deployment/MultipleCCMAppsUserPerspective#CLM_Link_Types
These links are specifically used to link items across application, repository and project area boundaries.
Please read https://jazz.net/wiki/bin/view/Deployment/PlanForMultipleJazzAppInstances#When_to_add_additional_Jazz_appl and the link above.

If you work with multiple applications/repositories you would have to be connected to these repositories.
In addition, as far as I am aware, the repositories would have to be registered to the same JTS, or the applications would have to be set up as friend.
Last but not least, the consumer provider relationship between the project areas, where you want to create the link must be set up.

However, assuming you did all that and you where actually able to select the other end for the relationship, the message is disturbing, as you would have already been logged in to select the other end work item.

Hi!
I have worked on a similar issue - Contributed to and Tracks links were receiving CRJAZ0218I after upgrade to 6.0.x, and it was caused by a defect recently identified for 6.0.x.
Avoid setting the Jazz Authentication token expiration time value to -1
Check if your teamserver.properties (all apps) are using com.ibm.team.repository.oauth.accessToken.timeout=-1
So workaround is to change it back to the default, which is 21600 seconds, or change to any other number except -1.