I have linked epics to initiatives and have portfolio active. But it doesn't appear to link sprints together.
Separately it doesn't seem to be able to pick up epics in kanban boards.
To start with what version of Portfolio are you using?
You should be able to use sprints from multiple boards, you just need to have that board set up as an issue source for your plan.
Can you clarify what you mean by linking sprints together? Do you want the epics and initiatives to share the same sprint?
The tool should be able to pick up epics from kanban boards could you raise a support request at https://getsupport.atlassian.com/
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