Setting Up Jira Links Behaviors:

The link issues seems to sync even with customized ones, not only with the ones listed here custom issue links.
According to my tests all the link issues types syncs to Jira Align not only the four ones (Blocks, clone, duplicate and relates)
Also, even the customized ones also sync links to Jira Align stories without problem
Examples:
As you can see in my Gif above my main Story has many links synced.
I was able to sync links for the main Link Issue types:
Blocks - VIC-117,
Clones - VIC-114
Duplicates - VIC-115
Relates - VIC- 118
However, if you look to the VIC-119 you will see the Issue type is Victor Custom Depends ON (Outward)
So it concludes any Issue link type can be synced
To create a Depedent Item on you story you must use e Link Issue type in Outward option
Looking at our example, in our call, a few synced links appeared in the Sotry links list but could not be converted into Dependencies nor using mass create dependencies option.
This behavior happened because of the "Direction" used in the Jira Link.
Example:
Creating a Jira Issue link using Outward description/direction Blocks type, will generate a link in my main Jira Align Story to my dependent story, so I can convert it as a JA dependency, marking the check box in the list.
However, if I create a Jira Issue link using the Inward description/direction is blocked by type, it'll do the opposite generating a Link in my supposed dependent Story to my Main Story, in this case allowing me to create a dependency using my main story as dependent
Using the same main story on my preview gif look at VIC-113 and VIC–118 (One Inward and other Outward).
Now if I go to my Main Story in Jira Align you will see I'll only be able to convert the link from Relates To (Outward) VIC-118 and not VIC-113

Meanwhile in the same page, the Link created to VIC-113,Relates To (inward), will be listed in "Is linked from the following Stories" and not able to mark to mass create dependencies.
In this case if I access VIC-113 in Jira Align I'll see my link the to my Main story and ready to be converted to a dependency, the opposite direction.

You can see the direction/description in the Jira Settings > Issues > Issues Link
It concludes the option you use during the issue link creation in Jira interfere on which Jira Align work item will receive the link for a future dependency and which work item will be de dependent one.