Regarding on your issue, I have found one new feature request has been raised: https://jira.atlassian.com/browse/JRA-29072 which is similar on your issue.
This issue is regarding on *Issue Navigator should display the Remote Link*. It seems like this feature is still not implemented yet.
On a side note, I did some testing on my test instance as well. However, I am not able to retrieve any issues that have remote-linked with other issues placed in another instance via JQL.
My opinion is that if the issue navigator is still not able to retrieve it, then JQL won't be able to work as well.
So please try to vote this feature request ticket: https://jira.atlassian.com/browse/JRA-29072 to increase its popularity and don't forget to add it to your watchlist for future updates.
You can try to use the script runner plugin for jira.
But you need to know the url of the remote instance where issues link to.
An example is linking issues to a confluence page. You can add the query:
issueFunction in linkedIssuesOfRemote(
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