FK between Diagrams

I have a DB with multiple diagrams, I was able to add FK between diagrams using the tool at the top of the page, but it no longer works. So I click the FK tool, select not identifying, click the table, and when I click to change diagrams the FK dotted lines disappears. In the past this dotted lines held and I was able to click the target tables. It also seems there is no other way to create a FK so right now I can't design with the tool.