If you want to share the files outside of your domain, you should change the sharing settings, and you should remove /a/domain.tld from your link:
The /a/domain.tld tells Google to try to authenticate with a domain.tld Google account if the user is signed in with one, or ...
The proper, updated answer as per today (2020-06-24) for activate the previous available now hidden functionality for saving a Shared with Me folder into your Google Drive as an active working link available at your computer or drive, is to press Shift+Z and then click on the Shared Folder (ref.).
You can add just a shortcut (from 3/2020). There is a workaround: you can use the keyboard shortcut Shift+Z and old the feature appears. You can add the shared folder to your Drive (works also in Google Sync).
More info here.