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?
You cannot really do this yet, the closest thing is taking the federated url and using the search function of your instance. Which, I think, only works if the content is already federated.
I’m slowly working on a website that can do this automatically, by using the API to look up the content on your instance of choice