Well it's different, per sub. I am/was mod of /r/GMECanada, and we can still say 'lemmy' there and direct-link with no issues.
The lemmy keyword ban is definitely a thing on r/Superstonk; if I recall correctly I even got a scolding for mentioning lemmy once on r/GMEJungle though as well.
That was all back in July. I wouldn't be surprised if reddit admins as a whole aren't starting to crack down on mention of external platform migration discussions, though...
It's the Buy, Borrow, Die strategy.