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On "Issue Details" (1↓) step of Scheduled Issue wizard, please select at first the cause for linking particular issues (2↙) (i.e. "is caused by") and then in the search box below, start typing the issue key(s) that you aim to link (3↙). You can find any existing issue in an accessed project (also a sub-task type of it).
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After doing so, proceed to the next step by pressing "Next" and on the final stage press "Create" (or "Update" in case of an edition).
Be advised that you should remove in this step, any linked issue that was earlier deleted in Jira, otherwise when you try to execute it manually, or if it'll be done by a trigger, then you can expect "Incomplete" error to appear on a SI table:
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After accessing "Execution History" of a scheduled issue with such status, you will be able to spot that "incomplete" is only relevant to deleted issues - it doesn't affect creation of new issues, linked to still existing ones in Jira. In other words - it's just a warning that it's impossible to create linking with an issue that is not present in Jira any longer (after execution of such, linked issue won't be present in newly created issue).