The Photos Library does not need to be in the Pictures folder, you can keep it on an external drive. I'd move it out of your sym-linked Pictures folder to another folder on the external drive, to take the symlink out of the equation.
The format of your drive may be a problem. Apple recommends to use drives formatted MacOS Extended (Journaled). If your drive has a different format to be able to share your Photos with Windows machines, you will not be able to sync the library with iCloud Photo Library.
By default, your System Photo Library is stored in the Pictures folder on your Mac, but you can move it to another location on your Mac or store it on an external storage device. However, to use iCloud services, the external storage device must be formatted using Mac OS Extended (Journaled) format, also known as HFS+.
https://help.apple.com/photos/mac/1.0/?lang=en#/pht211de786
We have seen quite a few posts, where the startup with the big blue "get started" button terminated with this error message, when the Photos library was on a drive, that was not formatted MacOS Extended (Journaled).