Is it possible to join tables stored in different entities on the cloud with a unique primary key?
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I'm not sure what you would hope to gain out of such an arrangement.
What you could do is search a table on one schema for ID that matches soft foreign key in a CDT you already got. (Soft foreign key means you ASSUME there's going to be a valid row on the other side of the reference, but you can't confirm it or enforce any sort of constraint. It usually works, but you'll have to deal with the possibility that it might not on the rare occasion.)
You can store two only loosely related CDTs and possibly display data from one or the other as you choose on a grid, or whatever you intend to do with the data.
It might be a lot more work than trying to find some way of getting one of the tables migrated over to the other schema, or even a copy of it. Then you could grab your CDT from a VIEW you build with the JOINs baked in.