How to link between different projects in Altium Designer?
So,

I'm hearing a lot of stuff about multi-board for Altium 18, whether it is true I have no idea about yet (release somewhere in October they say), nor if it will then also finally allow project constellations.

While I (and/or my customers) only have access to Altium 17 and before, what I do is the following:
Step one is to make your projects clean, with a nice hierarchical structure, so that you get one clean top-sheet. I prefer only sub-sheets on that top-sheet.

You can then make the wire-harness go into dedicated sub-sheets.

Then you simply make a new project, where you "Add Existing to Project" into a new top-sheet and add all the Harness sheets of the other projects and use the Top-Sheet of that new project to neatly draw them together.

If you use version management, you can even link some stuff between different project and do some scripting to keep things up to date, but up to AD17 scripting is not something for the ones faint at heart. And that's a whole 3 day executive-price-level workshop if you're not using version management like that yet.