SQLSMS Intellisense on linked server
Apparently this isn't supported.
https://social.msdn.microsoft.com/Forums/sqlserver/en-US/ef973d28-6450-451c-840f-9d14c7ae4ed1/intellisense-invalid-object-name-on-linked-database-runs-fine?forum=sqldatabaseengine
One reason given is that this linked server could be Oracle, Excel... anything, and to support that is unfeasible