2. Go to View / New Window and select both projects. This is something like a temporary master project.
3. Set your predecessor relationships between projects as you want.
4. Close the new window. Save the two projects but don’t save the new window.
This is the easiest way to set and save external predecessor relationships. Note that all other master project caviotts exist, like making sure that you don’t rename, save as, or move projects around. Good luck and let me know if you are still having issues.