The most common and most likely answer to this crossword clue is the 5 plus 2 plus 4 letter word CHEEK BY JOWL
I've seen this crossword clue in The Times
C
H
E
E
K
B
Y
J
O
W
L
Buddy explains!

The straight part
We know that "closely linked" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case closely linked = cheek by jowl.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does CHEEK BY JOWL mean?
CHEEK BY JOWL adjective- Tightly packed.
- In very close physical proximity, crowded together.
- (by extension) In very close or intimate association.