You have one directory (or folder) which you want to share between vaults.
Have Mac, Linux and Windows treat a soft link or shortcut as if the directory were part of the vault.
On Mac or Linux, you just use the Unix “ln” command to make a soft link to the directory and obsidian treats the newly created softlink as a directory. The same does not work with Cygwin on windows. Using a shortcut does not work since the suffix “lnk” gets in the way.