What do you mean by "losing temporary data"?
I don't think there will be an easy way to do this if the DBs are on two different servers.
I haven't tried to see if there is a URL syntax that would let you login and supply the appropriate credentials, but that would probably be a little risky from a security standpoint.
Thank you for your quick reply. "losing temporary data" means that the user loses the context of his workspace (which layout he was on, which record was in scope, what was the calculated content of a specific field etc.)
Both DBs are on the same server. From the Web Direct perspective they are accessible via
1. DB-start is a start center where users log in an build up temporary session data (system-id, downloaded/container-field files) which need to be referenceable from the other DBs on a per session basis
2. DB-addressbook and DB-archive are the main applications which should be opened be using a specified layout showing a record related to the DB-start whereabouts.
No. 2 is the thing that does work in FMP but not in Web Direct.
It sounds like the other databases are already defined as External Data Sources (since you can see related data).
The Perform Script is one way you can access the other databases. The step has the option to call scripts in related databases. Call a script in the other database to take you to the layout you want to view.
That is what I thought as well, but it doesn't work with Web Direct. I usually use two ways to get to connected external databases:
1. perform script (external DB)
2. go to related record (of external DB, using external Layout)
both work if you use FileMaker Pro as the client, yet neither will work with Web Direct (tested on a Mac 10.8.5 in Safari 6.1.1 and Chrome 31.0.1650.6).
Can you confirm that it's supposed to work with Web Direct. Maybe I'm just using a wrong script-step? On second thought that would mean, that 2. (from my ways to connect, related record) would be still be partially incompatible to Web Direct in terms of external sources.
Okay, I finally figured it out:
It's possible to use Perform Script  but the external script must include the "New Window" call before showing the external Layout.
When using "Go to Related Record" the option new Window has to be opted in as well.
I think this is pretty confusing: FileMaker on Web Direct uses what they call "virtual windows" - It feels like only going to a different layout, yet it's more like a view stacked on top. If you use "Close Window" you'll find out that your initial layout will appear again.