If it is someone messaging you from your kingdom, I don't think they can do a hot link to another kingdom in a private message.
When you type in the coordinates e.g 254:115 and send the message, it automatically adds the sender's kingdom in the format eg X: 254, Y: 115 (#sender's kingdom number)
You need to do it the old school way and give them the x and y coordinates and then the kingdom number. They then have to go to the kingdom map, go to the kingdom and then enter the coords. Of course, you don't need the kingdom map if we are talking about a CvC, KvK, KvKR or KvKF opponent.
Just to clarify.
If I am in kingdom 100 and you are in kingdom 100 and I send you a pm with coords it will show (#100) after the coords.
If I am in kingdom 200 and you are in kingdom 100 and I send you a pm with coords it will show (#200) after the coords.
Having a landmark in another kingdom from a previous visit would not change this.
One possibility that I am not sure about is that people playing through the Plarium Play app are saying that they can no longer cut and paste so it may have been possible in the past to cut and paste a hot link from clan or kingdom chat.