There are instance-independent links to communities, for example: FindAKbin@kbin.social.
The good thing about it is, it will keep you on your home instance logged in while visiting the target.
How to make a similar thing to link to specific posts, or specific comments?
Yes. I guess it would make sense to link to the original instance, which hosts the community in which post/comment live.
I tried combining the link to your comment (as seen from the hosting instance) with the instance-independent link to the community, but it does not work.