I have a linked Server connected from ServerA to ServerB. In each server there is an SP that initiates a transaction and it is necessary for one ServerA.SP to be executed within ServerB.SP. My problem is that when doing that, I get the error:
Transaction count after EXECUTE indicates a mismatching number of BEGIN and COMMIT statements.

I have searched for information about that error but the questions/answers do not include linkedServers. That's why I'm here. The code is something like that, its really simple:

CREATE OR ALTER PROCEDURE #DB1_sp
AS
BEGIN
    BEGIN TRY
        BEGIN TRANSACTION 
            EXEC [LinkedServer].[db].[Schema].[SP]
                ... params ...
        COMMIT TRANSACTION
    END TRY
    BEGIN CATCH
        IF @@TRANCOUNT > 0
        BEGIN
            ROLLBACK TRANSACTION;
        END
        EXEC [Logs].[SetError]
    END CATCH
END
GO

EXEC #DB1_sp

On the LinkedServer side, the SP is almost the same code. In fact all my code works if we remove the BEGIN TRANSACTION , but that is not an option due to the initial validations.

I have tried looking into DISTRIBUTED TRANSACTIONS , SAVE TRANSACTIONS and statements like SET XACT_ABORT ON all of that in the top stored procedure (because I can't access/edit the inner SP) but it doesn't work.