Hi @Rene Løhde ,
AFAIK currently there is no advanced feature to show relationships (like E/R diagram) between related resources irrespective of in which resource group or place they are deployed. If interested, I recommend you to raise a feature request for the same advanced feature in this Uservoice or feedback forum.
However, it’s feasible up to some extend or up to overview level with the help of “Visualize template” section under “Export template” tile of a resource group or resource i.e., while deployment, if you have deployed all related resources under a single resource group as generally recommended then all such resources can be visualized with the help of this “Visualize template” section.