In our SQL database server, I set up a linked server
[TEST_LINKED_SERVER]. In this example, the linked server simply points
back to the server.

I did the following query at the SQL query analyser, and it worked
fine.

select * from [TEST_LINKED_SERVER].test_database.dbo.test_table
where test_col = 'def'

However, when I tred to do the following update, it never returned. I
had to cancel the query and waited for a long long while before it
came back.

update [TEST_LINKED_SERVER].test_database.dbo.test_table
set test_col = 'abc'
where test_col = 'def'

However, the above update worked perfectly if I did it without the
first 3 parts in the 4-part name (Of course, I ran this update at
test_database)

update test_table
set test_col = 'abc'
where test_col = 'def'

Since the above update worked, I think that it ruled out the
possibility of any locking / blocking issue.

Do you know why the one with 4-part name failed? How can I solve it?

Thanks
Dom