Is there a “usual” Ob for the tests leading up to the final test in a Linked Test? I know the stock answer will be that it depends on the situation, but my thinking is that if early tests are too hard, the players will be discouraged from using this mechanic. Does Ob 2 sound right?
It depends on the intent of the linked test. The idea is to use these to expand the test a bit, not just to garner the +1D.
As Stormy points out, a Linked test is its own test with its own Intent and its own Task. It also gets its own consequences for failure. So set the Ob for a Linked test as you would for any other test in the game.
I know this has been addressed in other posts, but do Linking Tests get consequences above and beyond the results as they relate to the Linked Test? In other words, I know I’ll get a +1D, -1D, or no result (for just making the Ob) with accompanying fiction narrated, but does the test also have seperate success and failure results of its own (outside of its relationship to the Linked Test)?
Yes, it’s still a test with all that entails.
^Including the possibility of derailing the point of the test in the first place, so plan carefully. 
Thanks for the replies guys, this really clears it up for me. It looks like Thor answered my question right before I asked it, I just wanted to make sure.