How can I automatically create an issue in another project when a transition is executed?
You will need to find or write an App that can provide a post-function or listener to catch the transition and create the issue. Or possibly a web-hook on the transition.
Is possible execute this with Script Runner for Jira Cloud?
Yes, that can provide the post-function you need. If it's a simple case, it can do it without you writing any code.
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