I have done a test of linking from Qlik Sense to QlikView using a URL that triggers the zero footprint (ajax) interface. That worked okay and passed through the necessary filters but it was only a simple example.
I haven't tried connecting from QlikView to Qlik Sense but I suspect going from QliKView to Qlik Sense may be a bit more complicated.
As you note, a licence is consumed in both applications for this sort of concept.
Hope this helps.