The document example.tex with contents
\documentclass{article}
\usepackage{xr-hyper}
\usepackage{hyperref}
\usepackage{cleveref}
\externaldocument[example-]{example}
\begin{document}
\section{First Section} \label{section}
\begin{equation} \label{equation}
\int f(x) dx
\end{equation}
\hyperref[example-equation]{The equation in main}.
\end{document}
compiles, but the link doesn't work.