While the question is directed presently at Confluence/Crowd, it would go to Jira, Bitbucket, Crucible as well. I am able to initiate the app link from Crowd to Confluence but it is failing to complete with Confluence claiming it can't connect to the Crowd server. The recent change is that we are testing the Confluence server with new, different domain, SSL certs, which will eventually be rolled out to all Atlassian servers.
For now I'm hoping to learn whether or not there is a hard rule that would prevent Application Linking in a cross-domain deployment despite SSO working fine and there are no warning errors in the log analyzer.