Hi @thanhcongptit
Thanks to your code I guess I figured out the issue. 
Let me try to explain with a full yet simplified example (still highly inspired by yours!) with 2 databases. You could also have a look to the TL;DR at the end of this post.
- Database a has 2 tables: user and address.
- Database b has 2 tables: company and address.
The schema should look like this:
# Database a
create table address ( id serial constraint address_pk primary key );
create table "user" (
id serial constraint user_pk primary key,
address_id integer constraint user_address_id_fk references address
);
# Database b
create table address ( id serial constraint address_pk primary key );
create table company (
id serial constraint company_pk primary key,
address_id integer constraint company_address_id_fk references address
);
The model folder should look like this (yours is already correct):
Then each model file has to be edited 
models/index.js
Yours is already correct, I just put it there since I hope it may help other readers.
const fs = require('fs');
const path = require('path');
const Sequelize = require('sequelize');
let databases = [
{
name: 'a',
connectionString: process.env.DATABASE_URL_A
},
{
name: 'b',
connectionString: process.env.DATABASE_URL_B
}];
const sequelize = {};
const db = {};
const models = {};
databases.forEach((databaseInfo) => {
models[databaseInfo.name] = {};
const isDevelopment = process.env.NODE_ENV === 'development' || !process.env.NODE_ENV;
const databaseOptions = {
logging: isDevelopment ? console.log : false,
pool: { maxConnections: 10, minConnections: 1 },
dialectOptions: {}
};
if (process.env.DATABASE_SSL && JSON.parse(process.env.DATABASE_SSL.toLowerCase())) {
databaseOptions.dialectOptions.ssl = true;
}
const connection = new Sequelize(databaseInfo.connectionString, databaseOptions);
sequelize[databaseInfo.name] = connection;
fs
.readdirSync(path.join(__dirname, databaseInfo.name))
.filter((file) => file.indexOf('.') !== 0 && file !== 'index.js')
.forEach((file) => {
try {
const model = connection.import(path.join(__dirname, databaseInfo.name, file));
models[databaseInfo.name][model.name] = model;
} catch (error) {
console.error('Model creation error: ' + error);
}
});
Object.keys(models[databaseInfo.name]).forEach((modelName) => {
if ('associate' in models[databaseInfo.name][modelName]) {
models[databaseInfo.name][modelName].associate(sequelize[databaseInfo.name].models);
}
});
});
db.sequelize = sequelize;
db.Sequelize = Sequelize;
module.exports = db;
models/a/address.js
You have to define a unique name for the address table (let’s use user_address)
module.exports = (sequelize) => {
const Address = sequelize.define('user_address', { // Change here.
}, {
tableName: 'address',
timestamps: false,
schema: process.env.DATABASE_SCHEMA,
});
Address.associate = (models) => {
Address.hasMany(models.user, {
foreignKey: {
name: 'addressIdKey',
field: 'address_id',
},
as: 'users',
});
};
return Address;
};
models/a/user.js
Then you have to update your user model to specify the name of the model used for relation (models.user_address in this case):
module.exports = (sequelize) => {
const User = sequelize.define('user', {
}, {
tableName: 'user',
timestamps: false,
schema: process.env.DATABASE_SCHEMA,
});
User.associate = (models) => {
User.belongsTo(models.user_address, { // Change here.
foreignKey: {
name: 'addressIdKey',
field: 'address_id',
},
as: 'address',
});
};
return User;
};
models/b/address.js
Define a unique name for the address table in database b (let’s use user_company)
module.exports = (sequelize) => {
const Address = sequelize.define('company_address', { // Change here.
}, {
tableName: 'address',
timestamps: false,
schema: process.env.DATABASE_SCHEMA,
});
Address.associate = (models) => {
Address.hasMany(models.company, {
foreignKey: {
name: 'addressIdKey',
field: 'address_id',
},
as: 'companies',
});
};
return Address;
};
models/b/company.js
Then (last step 
) you have to update your company model to specify the name of the model used for relation (models.company_address in this case):
module.exports = (sequelize) => {
const Company = sequelize.define('company', {
}, {
tableName: 'company',
timestamps: false,
schema: process.env.DATABASE_SCHEMA,
});
Company.associate = (models) => {
Company.belongsTo(models.company_address, { // Change here.
foreignKey: {
name: 'addressIdKey',
field: 'address_id',
},
as: 'company_address',
});
};
return Company;
};
Then it should work and display this (see below) in Forest Admin interface. I’ve just tried this example and it works! 
TL;DR
Name your address models with two different names in their own files (e.g sequelize.define('company_address') and in the file where they are referenced (e.g Company.belongsTo(models.company_address). Almost everything was already correct on your side. 
Let me know if it fixes your problem.
.