It’s the multiple volumes that are throwing it.
You want to mount the drive at /media/HDD1:/media
or something like that and configure Radarr to use /media/movies
and /media/downloads
as it’s storage locations.
Hardlinks only work on the same volume, which technically they are, but the environment inside the container has no way of knowing that.
Easy scapegoats thrown to the masses cause they have no excuses that will work for the way things have gone.