How to create a hierarchy from initiatives to standard tasks between different projects

I’m having a huge difficulty to create a report in which I can filter an initiative and see all the standard tasks (story, improvements, bugs…) inside it. I want to select an initiative and have a list of epics, and display a bar graph for each epic with the status of the tasks inside it.
I can create a table in which I see the initiatives and the epics inside it, because they are linked by Parent Link field.
And I can create a table in which I see the standard tasks inside an epic, because they are linked by Epic Link field.
But I’m not being able to create the full hierarchy. The standard tasks keep showing inside “none” initiatives.
Does someone have any suggestion?