Hello @Pilar Coelho
Welcome to the community.
What version of JIRA Server are you using? Do you have any add-ons installed?
There are limitations on the how sophisticated the searching can get without add-ons. If you wanted to use Issue Links to connect your interdependent issues, you would need an add-on that would help you filter for issues in project A that have a link of that type, and then use those results to get the issues in the other projects. When I was working in with JIRA Server a few years ago, I used Adaptavist Scriptrunner to extend our searching capabilities on Issue Links, but that is just one possible add-on that could help.
If you used something like Components or Labels or a custom field then the method for searching depends on what values you actually put into the field.
The issue connector method you choose also needs to take into consideration if an issue may be depended on multiple other issues, and if an issue may have multiple other issues dependent on it. If dependencies are not one-to-one that adds another layer of complexity.
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