If a community appears as a 404 page when you click it, it likely means that the community is being hosted outside of the instance you are currently using and that nobody in your instance has viewed or interacted with that specific community yet. In order to address this, you will need to copy-paste the specific handle for the community (for example, !tampabaylightning@lemmy.world) into your searchbar so that your instance can "learn" that it exists, after which the community should display via linked URLs without issue. Hopefully this is addressed by the lemmy devs and streamlined in the near future.
One thing...If you link to the community using the following notation:
c/seattlekraken@lemmy.world
instead of the full
https://lemmy.world/c/seattlekraken
then it will take you to the community, but keep you on your instance (e.g. you are on lemmy.ca, but looking at c/seattlekraken on the lemmy.world instance)
I'd recommend using that in the links instead of the actual link to the instance with the domain in front. I think this only works from posts, not from comments, for whatever reason. It's weird and I'm still trying to figure it out.
Hmm, I tried it out, but it seems to add a /comments/ string to the URL before the c/seattlekraken@lemmy.world in the link, rendering it unusable. Interestingly enough, the same technique works fine when viewing the post from the main community page (before opening the post to view comments).