Yes, currently, adding shortcuts to shared folders in OneDrive is available only to internal users.
Here is workaround for you:
1.Go to Library settings -> Permissions for this document library -> Grant permissions with users in the Tenant A. Then users in the Tenant A can access document library in the Tenant B through email invitation.
2.Users in the Tenant A go to their own OneDrive, add a new link. In the new link, use the link of document library in the Tenant B.
3.In the OneDrive client application, click Open folder, then users in the Tenant A can open the document library in the Tenant B through newly created link.
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