Glad this helped you Arkurius, I too remember the functionality existed in the Adobe products and thought it would make sense that the same functionality existed in Affinity software too...
Its okay...found it!!
Thanks for anyone who read.
Sorry, makes sense...
So in the Layers Panel find the layer the linked image resides [See - 1. LAYERS PANEL - LINKED DOCUMENT image]
Then at the top of the screen, where the menu changes contextually, there is a button that says the name of the Artboard imported automatically (for some reason its the last board not the first - that could be because I rearranged mine though) [See - 2. TOP CONTEXT MENU image]
When you click on the button it will present a drop down list of all the artboards, simply select the one you need. [See - 3. TOP CONTEXT MENU CLICKED image]
I hope this helps.