How to use daily notes when you have multiple vaults?

This came up on the Mac Power Users forum and it seems like a good discussion to bring here:

Daily notes are a pillar of my Obsidian usage. I use them as a “have done” list, and to mark notable events of the day.

If I complete a milestone on a project, I like to link to the index page of the project from the Daily Note. Even better, I like to link to a block in that project index page where I’ve noted the milestone.

To do that, I’ve kept all my notes in a single vault. Is there some way I can accomplish the same result while using multiple vaults? Some method of cross-vault linking, or a workaround?

Anybody else using Daily Notes with multiple vaults? How do you structure that?

Well, if you’re going for multiple vaults (which btw I don’t know why you are, you could just create a project folder in the same vault), then I’d recommend making a “have done” list in the main vault but not linking the things in the other vault.
I don’t think cross-vault linking would ever work or be added in Obsidian, so a single vault is the way to go

Hi, you can make links between vaults using the protocol.

<obsidian://open?vault=othervault&file=some_file>

you can check this link with right button, ‘Copy obsidian link’

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Yeah, it occurs to me now that folders rather than vaults is the way to go.

After literally decades of fiddling around with note-taking and document-management apps that use their own information stores, I need to remind myself that Obsidian is just a bunch of documents, mainly plain text, in folders.

This doesn’t seem to work for me. Maybe because I called my 2nd vault Obsidian! new [Obsidian vault](obsidian://open?vault=Obsidian&file=Obsidian) I’m on Windows