Is there a way of creating a smart group across several databases, rather than it being linked to just one database?
Yes, but they must be created in the Sidebar.
Tip: Use the full Search window (Tools > Search) to set up search criteria that define the new smart group. Searches can be done across all open databases, a single database, or a group within a database.
The Advanced button functions like the Smart Group Editor for criteria such as Kind, date, etc. Other criteria and filters are of course available in the Search panel.
When satisfied with the results of a search, press the “+” button to the right of the query field, then name and save the new smart group.