I'm really sorry to tell you this...

but there is no easy way to get the .Dependents or .Precedents that lie on another Worksheet or Workbook. It's simply a limitation of these properties, which is not well documented, unfortunately.
If you bring up online help on .Precedents, you'll see that it reads:
"Returns a Range object that represents all the precedents of a cell. This can be a multiple selection (a union of Range objects) if there's more than one precedent. Read-only."
So no clue there. But if you read help on .Dependents you'll see:
"Note: The Dependents property only works on the active sheet and can not trace remote references."
It is a bummer, I must admit. Not sure why they limited it like this. One possibility is that Ranges, although technically possible to handle multi-worksheet selections (MSFT calls them 3D ranges) don't
really work well in my experience. So they might have had to return a Collection or Array of Ranges, which they may have deemed too much trouble for either them or the User (us). Or it may have to do with how their calculation table is built that it is a lot easier for them to retrieve references that lie on the same WS (such references certainly calculate faster, anyway).
If you are REALLY determined, you will have to go through the cell's formula, parsing it. This will be a LOT of work. I almost don't know where to begin, although one key character you will want to focus on would be the exclamation point ("!"), delineating an address on another Worksheet. Be sure that this is a really important task if you decide to go in this direction, because it will almost certainly turn into a sink-hole of time.
Sorry for the bummer answer...
Mike