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GTM with webflow and webapp (cross domain)

How do we get GTM and GA to work cross site so that when a user clicks from our webflow site and into the webapp we maintain the same session- can keep tracking where the user goes on the page?

We have a different domain for webflow and our webapp.

Think we need to do something like this, but not sure how we attach to anchor tag-

https://developers.google.com/analytics/devguides/collection/analyticsjs/linker