The last few days the links like [SE.Linux], [SE.ElementaryOS], etc. do not work in comments for some reason.
According to this meta post the format is:
[Linux.se] and [ElementaryOS.se]
[something.se] – link to something.stackexchange.com, if that site exists. Link text is the site name. Use [ubuntu.se] for Ask Ubuntu. [meta.something.se] links to the meta site.