Links do not connect through vaults. I keep everything in the same vault and try to organize them into distinct groups using tags and/or folders. If there’s data that you’d like to keep separate (work versus personal, for example), then using two vaults makes sense.
As for the graph, I think looks good. If you are able to click on a note and follow-through to ideas as you have in your mind, then I think you’ve done it well. That’s how I evaluate my notes.