You need to ETL this data to break apart that [Linked Issues] field. You want separate rows for each linked value, not multiple values in one field in one row.
Then your filter action would pass [Linked Issues] to the [Key] field on the second sheet.
You'll still run into problems when you place [Linked Issue] on the first sheet. There will be x-many marks per [Key], but you'll only want to display one mark. We can do that, but first reshape your data, and then I can help you with the viz on sheet 1.
I am not sure how that can be done. I am using a Web connector to bring data from JIRA into Tableau and this is how it is coming. It is hard to believe that Tableau doesn't have a way to query using words such as CONTAINS, LIKE etc. I was able to make it work using parameter dropdown, but that is not the best way to display. Sheet to sheet looks more presentable. Please take a look again and see if there is any other possibility.
It has a way to query for CONTAINS.
But you can't use that on a filter action.
And Tableau has a way to split a field apart by a separator (in your case, the semicolon) but it makes separate columns with it. Not separate rows. So again, it's not going to help you on a filter action.