Are you looking to do a "quick search" for a text query across multiple sites or are you wanting to query across sites using JQL / "advanced search"? This isn't possible at the moment but I'd love to learn more about what you are trying to do.
I've found some docs that can help you link an issue on one site to an issue on another: https://confluence.atlassian.com/jiracorecloud/linking-issues-779296002.html
Product Manager @ Atlassian
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