Hi David,
No - you cannot return 'linked data types' from an Excel-DNA add-in.
That feature is not supported by the Excel C API, which Excel-DNA uses for integration.
It is only available from JavaScript add-ins.
From an Excel-DNA function you can return an 'object handle' which would be a string pointing to an internal data structure.
Other functions can then take this handle as an input, and use the internal data to return further results.
We're also making object handles a bit easier to use in the next Excel-DNA version 1.9.
-Govert