How to resolve foreign key references across different databases (iSeries and SQL Server)
If the foreign key constraints don't point to any other table inside of originating database (ie, if SQL Server doesn't point to SQL Server, etc.), then I would drop those foreign keys. They aren't useful.

If they do point to other tables, then perhaps you do have to copy what data is needed just to satisfy the constraint. (Ugh). Either that or re-consider that relationship and possibly drop the foreign key constraint again.

Another thing to look into (at least on DB2 for i) would be informational constraints. I know DB2 LUW had them. They were non-enforced constraints. They helped the optimizer when choosing query plans, but were not enforced as an actual constraint (you could violate them). Of course, a side effect of those is that sometimes you could miss data you wanted due to the informational constraint.

And not sure if SQL Server has something similar or not. I am still learning that platform.