…shouldn’t be possible AFAIK. AFAIK they should/can’t be used cross filesystems, so the should all be on the same partition if they are to be hard-linked. Else it’s soft-links.
I also have my Documents, Downloads, Pictures and Videos separate, on a spinning disc and not my SSD, and it’s instant.
But don’t use links, I don’t. Instead, I use, and recommend bind mounts. And for those I recommend systemd automount units. You can find more here:
Using bind mounts also makes it very easy to back up and restore. And on that subject:
That was me as well. Well, Manjaro and Timeshift changed that. It’s now been more than 2/3 years since I did a reinstall. I’d recommend you start making, maintaining and using regular updates. Timeshift is a lifesaver for that.