Yes, the nine heroes of Hyrule have a buddy system. Twilight insists on this. Do you know the chaos that comes with them all being dropped in a Hyrule alone??? Because he does! He's the one who usually ends up tracking them down!
Wild unsupervised will either end up terraforming via explosions or acquiring a cult following. One time that following had been made up of Hylians. Another had been bokoblins.
Wind, in contrast to Wild, will instead end up joining a cult, of his own volition no less, only to completely destroy it in a matter of hours after being found. He will also know everybody by name and be recognized by every town's population in an eight mile radius.
Time, as much as he loves his mentor, will fall back on kokiri behaviors. Finding him involves a lot of pranks that he and the gaggle of children he inexplicably obtained at some point won't ever claim credit for.
Hyrule, without another of the chain to pull him along, will hunker down and trigger the most elaborate and anxiety-inducing game of hide-and-seek Twilight has ever had the displeasure of participating in. He hides so well he practically falls off the face of the Earth. One time, that was literal.
Legend, despite his pride and grumpy demeanor, will find himself adopted by the nearest elderly lady. He will become one with the town. He has always been there, everyone will say, and no one he asks will admit to the presence of a traveler of his appearance. Legend gets gifts of baked goods and the odd trinket, and if any other Link finds him before either himself or Time, he will bully them into also helping said elderly. Nothing else usually happens after that, because by that point Legend has a buddy and gets convinced to leave the town that's trying to absorb him into their community, much to the obliviousness of Legend himself.
Sky, on multiple occasions, went from "I found a lost child" to "This is my foster now" in the span of twelve minutes. He has also, on one very memorable occasion, wiped out several monster camps harrassing a town, killed some corrupted monster the locals claimed to be an evil god, and was then worshiped as a benevolent deity after returning with the thing's eye as proof. They built statues. The last time they visited said town the locals built him a church. Sky himself is still under the impression they made him mayor, not a god.
Four... Four does Four things without a buddy to ground him. Sometimes that's holing himself up in a library for two days without the poor librarian's knowledge. Sometimes that's wandering around in a way that makes him mistaken for a lost child taken by the fairies. Sometimes that's taking over the nearest blacksmith workshop and getting his nineteenth master's certificate.
Warriors, bless the man, will somehow end up with contradictory reputations everywhere he goes. The children and the elderly adore him, the middle-aged think he has the worst vibes imaginable. He'll be recognized simultaneously as a man of honor and a womanizer in the same village. He'll stop a thief in the streets, then turn around and end up arrested because someone framed him for property damage.
He himself is not immune to the insanity of being left alone to his own devices in an era not his own, according to the others. He's been told he has a tendency to avoid civilization unconsciously and was once the origin of a cryptid ghost story that gained oddly enthusiastic traction amongst the children.