See this post for all the details: https://forum.mendix.com/link/questions/93080
So create a webservice where tokens can be requested on the basis of an account name. Assumption is that the accountname is the same over all the Mendix applications. Otherwise you need to think about that. The webservice returns the token. You need also a deeplink that based on that token does the autologin stuff. See the blogpost mentioned in the post above.
Each environment where you want to log in needs to have a webservice where the token can be generated. Let's say I am in environment A and want to goto environment B. I call the webservice of environment B which returns me a token that will only be valid for that user for a couple of minutes. So now environment A has the token and creates the deeplink URL containing that token and redirects this user to environment B. Environment B checks the user / token combination of this deeplink and logs the user into the environment.