Yammer is deeply integrated with O365 so we recommend treating Yammer as another O365 tool. If you have one tenant in your company you should also be able to interact with people in the other domains through groups in Outlook, and see any documents created across all the different domains through Delve.
You can see more details about the evolving nature of Yammer networks here:
Thanks for the suggestion! We are planning to build deeper integration with OneNote and will look at this.