Send email on behalf of with different domains of tenant

Configuring send email on behalf of is something you can do for user mailboxes in the Exchange Admin Center in the mailbox delegation setings. But you can't configure it on shared mailboxes using the Exchange Admin Center, for that you need PowerShell https://docs.microsoft.com/en-us/exchange/recipients-in-exchange-online/manage-permissions-for-recipients#use-exchange-online-powershell-to-assign-the-send-on-behalf-permission-to-mailboxes-and-groups