I think you're on the right track here. I've never used linked servers much in environments so I'm not sure if this makes the best sense for consolidation. Things I've typically looked at for consolidation are load (CPU/Memory). Often I have low loads I've tried to put together.

I don't see anything in Profiler to help here. I might engage the network teams and set up network traces looking for volumes of TDS traffic between specific servers. That might help you track down the linked servers.