First you need to fix the grants, obviously using a user with rights to do so:
GRANT REFERENCES ON TheOtherSchema.TheOtherTable TO MySchemaUser
Then you add the constraint on your table
ALTER TABLE MyTable
ADD CONSTRAINT MyTable_ForeignTableID_fk FOREIGN KEY (
ForeignTableID
) REFERENCES TheOtherSchema.TheOtherTable(
ForeignTableID
)
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