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linked sockets
Do these only affect things like Support Gems?
Yes
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For support gems like rarity % do they only affect the skills directly linked to them? or all skills? so only monsters killed with the linked skill drop with that rarity bonus?
They only affect the skills they're linked to. Thier descriptions when you look at the item hover spell this out.
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If you DONT have linked sockets will support gems not work with the skill gem in that item?
That's correct. A support gem can only affect an active skill if it's in a socked linked to that gem.
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Will putting 2 Skill gems of the same type in linked sockets change anything?
No, other than allow both gems to gain experience (gems not socketed into items on your character won't gain XP).
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Can i use multiple support gems on the same skill if the sockets are linked?
Yes.
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Can i use Red Support gems to support a Green Skill Gem?
Yes, if you have a red socked linked to a green socket.