Just upgraded from RH 2017 to 2019. Upgraded a project that's part of a merged-project setup.
Result: all cross-project links are broken. For example, this link to a project in another topic: ../CM/Calendar.htm
Are cross-project links supported in RH 2019?
Could I merely reenter ../CM/Calendar.htm here?
As you may know, they added an Assets folder and shoved everything (.htm, .csss, .js. .css, etc) under that in RH 2019. While it looks nice and pretty in the folder for the author, it also breaks any cross-project links, because it adds on another folder that you you now have to get up and out of for those links to now work. That means you'll likely need to add ../ (to get out of Assets) and ../ (to get out of your main project folder). So you might want to try changing your link to ../../CM/Calendar.htm (assuming you had your .htm files in the root of your project folder in RH 2017).
Oh and my RH 2019 review shows some other hiccups you may run into with RH 2019 if you're interested (like styles in your .css if they used background images, you'd need to do the same thing):
The introduction of the Assets folder is not behind the failure of cross project links as it does not change the relative structure of topics. That remains the same in 2019 as it was in Classic. It may affect CSS files and JS but that's another matter.
Initially in 2019 there were broken links in merges but that was fixed, around Update 8 I think. Try with a new skin as that may be a requirement of the fix. You only need to try the new skin in the parent project. The child projects need a skin selected to be able to generate those projects but it is the parent project that applies to the whole merge.