When Battery is running with DAE/TDM DirectConnect as audioport please choose system->settings and select 1 or more stereo ouputs (this is a DAE DC specific setting). When this is done, there will be a link available! (You have probably tried to select a link in a Battery stereo DC plug-in while there were no stereo outs configured in Battery's DC/DAE settings). I recommend to change this setting while DAE/Pro Tools (or Logic or Digital Performer) are not running. If there are further problems trashing DAE preferences (empty the trash!) should solve them.