Referencing external issue from another project creates a misleading reference

Summary

When we reference an external issue from another project (for example with Redmine integration enabled) the reference will not include the project path of this another project.

Steps to reproduce

1. Create project-a in your personal namespace
2. Enable Redmine service in project-a
3. Create project-b in your personal namespace
4. Create an issue in project-b
5. In this issue write a following comment: project-a#345

Example Project

https://gitlab.com/adamniedzielski/test-project-2/issues/1

What is the current bug behavior?

We display the reference as #345, without the project path

What is the expected correct behavior?

It depends whether we want to support cross-project references to external issues at all. See https://gitlab.com/gitlab-org/gitlab-ce/issues/34070.