On Lemmy it always translates a link to a post into your own instance.
[email protected] will use Lemmy.wtf for me because that’s my instance.
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.