If the package installs a symbolic link /usr/share/doc/pkg1 -> pkg2, then pkg1 must depend on pkg2 directory, with the same version as pkg1.
Adding the dependency just to fix this bug is often not a good solution. Usually, it's better to include a real /usr/share/doc/pkg1 directory within pkg1 and copy the copyright file into that directory.
Transitive dependencies are not allowed here. In other words, if the documentation directory is shipped in pkg3 and pkg1 depends on pkg2, which in turn depends on pkg3, that's still an error. Copyright file extractors are not required to go more than one level deep when resolving dependencies. Each package should have a direct dependency on the package which includes its documentation directory.