In Old View, you could link multiple issues at the same time either by searching via JQL in the view screen or selecting from the existing filter in the create/edit screen.
While I couldn't find these functionalities in the new issue view.
@Olive Sun If you click search for an issue and you then click advance search you can do a JQL search that will bring back multiple issues. You can then check the box for each issue you would like to link.
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Sorry I thought you were on server based on the images shared above. You are on cloud and you are correct that you can only link one at a time in the new issue view. I would suggest raising a feature request here for the functionality you want: https://jira.atlassian.com/secure/Dashboard.jspa
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