Can you have symlinks across various backup disks/ volumes? Is it possible to have two backup disks, which, when connected to the same machine, can have directories symlinked to each other? I'm working on this triple redundant backup scheme in which not all data is replicated across all three disks, but when working in a given disk, I would still like to have access to files and scripts on another remote disk.
Yes, symlinks can be pointed anywhere. They’ll only function correctly when the destination is mounted, but that’s to be expected.

Something which might not be expected is if for some reason the path doesn’t match. The most likely reason would be if an incorrect mount occurred previously or two partitions have the same name, causing one partition to mount as /Volumes/Name (1), which won’t match what your symlink is looking for. If something doesn’t seem right, check everything is in order in your /Volumes folder.