Well it's different, per sub. I am/was mod of /r/GMECanada, and we can still say 'lemmy' there and direct-link with no issues.
The lemmy keyword ban is definitely a thing on r/Superstonk; if I recall correctly I even got a scolding for mentioning lemmy once on r/GMEJungle though as well.
That was all back in July. I wouldn't be surprised if reddit admins as a whole aren't starting to crack down on mention of external platform migration discussions, though...
I can personally attest that 'lemmy' is a banned keyword on reddit /r/Superstonk. Mods said so in my perma-ban message.
They're afraid Apes will escape their narrative-cage and start talking elsewhere. Might be merely mod power-tripping, might be mods with secret orders to suppress and contain/smother the entire movement.
I've taken to occasionally DMing apes on reddit in /r/Superstonk discussions when they talk about censorship letting them know lemmy is 'out there' waiting for them :P. I would encourage others here to do the same.