I have not tried this but I think you are correct in concluding that they need to be in the same file.
When creating a hyperlinked BIMx file, ARCHICAD generates the 3D model, plus it generates the Layouts, plus it generates the Markers into the 3D Model that point to those Layouts. But with your current setup the 3D model and the Layouts are in 2 separate files so it cannot do that.
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