The Exalate team will be on holiday for the coming days - returning Jan 4
Enjoy & stay safe
As suggested on call, I believe the following post should help you get issue links across to azure side:
Jira Cloud Azure DevOps: Issue links hierarchy and mappings
Please let me know if you face any issues (possible as the post is tested on Jira Cloud).
MajidAdd your comment...
I am creating this post on your behalf Peter to continue the discussion on this subject.