First Topic
  Links to other CHM outputs cannot be created in the new UI versions in the same way that they were in Classic versions. If you test these two links, you will find they do work.
  Link to Project 2 First Topic
  Link to Project 2 Second Topic - Create this link yourself following the instructions below.
  How to Create the Link
  
    Generate a CHM from the two projects to the same folder.
    Create the link text.
    Select the link text and click the Insert Link icon on the top toolbar. Select the Hyperlink option in versions 2020 and above to open this dialog.
       Select Local Files and navigate to the target project source files (Project 2 in this demo) and select the First Topic.
       Do not click Link at this point as the path needs to be edited.
      
      
    In 2019 delete "rhpj:Link " and "contents>" so that the link reads "Project 2>First_Topic.htm. In 2020 and above delete "rhpj: and "contents>" so that the link reads "Project
      2>First_Topic.htm. You may have trouble editing the path field. If you do, copy it into a text editor and make the changes there, then paste the revised text back in.
    The link should be "Project 2>First_Topic.htm" now
    Add "ms-its:" to beginning of the link  as otherwise the next time you go to the dialog, the path will be blank. With this addition, the path will continue to show.
    After Project 2 add .chm:: (That's dot chm colon colon)
    Now click Link and generate.
  
  The Output
  If you click the first link above in the output, the First Topic of Project 2 will be shown. The title in the bar will still show Project 1 as the user is still in this project but showing the target topic. Also the TOC is from Project 1 so that the
    user can continue.
  
   
  Credits
  My thanks to Amber Boughen for researching how to create these links.