Thanks for your reply! I am unfortunately not able to share the pkgdown site. I also know that the information which I provide here is by far not enough to solve the problem. But I was hoping someone with a bit more insight in the package could point me towards a check which narrows down the issue. I am worried that it has something to do with different versions of the various dependencies.
I provided in both, the DESCRIPTION and the _pkgdown.yml, the URL. But this is not related to linking between cross packages. It already breaks when linking within the package.
I am wondering how the rdrr.io links end up in the package site. The .yml is read (since the other settings are fine), but the url seems to be completely ignored. I guess in the local version of the pkgdown site, the linking is done in a different way.