You could use Transition linked issues postfunction (https://innovalog.atlassian.net/wiki/display/JMWE/Post-functions#Post-functions-16-TransitionLinkedIssues(newin3.1.1)) from JIRA MISC Workflow Extension Plugin.
Sorry for the late reply. Make sure the mentioned plugin is enabled. Start here: https://confluence.atlassian.com/display/AOD/Managing+JIRA%27s+Add-ons So you have two workflows for two different issue types. Lets say you want to close the linked issue if the other issue gets closed. So for issuetype A and B you have a "Close" transition. In each of these two transitions you would need to add this postfunction. Please refer to the documentaion mentioned in the answer.
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