Link to external Excel sheet and the cloud

[ErikJan]

I have an Excel sheet with a link to another sheet (which is located somewhere in a file-share in our network). All works fine if I open my sheet in Excel (the data updates).
If I open my sheet from our MS Teams environment in the browser (and not in Excel as native App), the link fails and the error is that the linked sheet is not in the cloud. How do we set this up so it always works.

Complicating factor is that the linked sheet is created by a tool and it seems that it's not possible to programmatically edit or write sheets in the cloud (which is why we do that in a file share).