I have some Keyboard Maestro macros. One of them will copy the link of the current DT item, switch to MindNode and paste it as the node link.
In Devonthink, drag and drop a Markdown document into the DT Markdown editor for adding a link. Control-drag and drop (thanks, @BLUEFROG !) will insert a transclusion.
Transclusion to an external app might be a bit much, but if a click and drag from DT could carry the x-DEVONthink-item link, that would be a pretty cool thing.
In the meantime, copying the item link in DT and pasting into anything that can handle x-links seems to work fine. MindNode, OmniOutliner, Mellel, and Curio all seem to work.