However, on external sites it’s an issue. Here the link it always static. You can install an addon that automatically redirects you to your own Lemmy instance. I have this on Firefox.
It's not instance agnostic because the thread lives on the instance of the author. But links in this format: https://lemm.ee/post/57428587
can be put in the search field on any instance and will return the proper post.
And smart clients/UIs like tesseract realise that the link is to a remote lemmy instance, and then give you the option of viewing it remotely or from your own instances perspective
There is a website that will redirect to the post on your instance but it looks like I did not bookmark it. I expect someone else will chime in with it.