documentclass{article}
usepackage{xcolor}
usepackage{xr-hyper}
usepackage[hypertex]{hyperref}
begin{document}
defifUnDefinedCs#1{expandafterifxcsname#1endcsnamerelax}  %Victor Eijkhout, "TeX by Topic", p.143
newcommand{myautoref}[1]{ifUnDefinedCs{r@#1} {pending{#1}}elseautoref{#1}fi}
newcommand{pending}[1]{color{red}autoref{#1} from "file.tex"}
% externaldocument{file}[../file]  %(A)
Using myautoref{sec:vis} and myautoref{sec:vis},...
% externaldocument{file}[../file]  %(B)
end{document}