Currently, all links are pointing to the local wiki, irrespective of source or target languages since the link cache behavior is inherited from VE. For CX, irrespective of current wiki, the links should have metadata fetched from configured source or target wikis(both can be different from local wiki).
In https://gerrit.wikimedia.org/r/#/c/378666/ an initial exploration was done to use the link metadata from the cxserver and avoiding link cache usage. But it was stuck at that time due to non-technical reasons. We should continue that exploration and fix this important framework component.
(This is the reason behind all links in CX2 showing in red color in source and target column)