“顶针” is a kind of phenomenon in ancient chinese language, meaning that "顶针" exists in 古诗词、文言文 and 对联. its definition: if the last character / word in a sentence and the first character / word in the next sentence are the same, we call it "顶针". In your example, ×××山，山××云，云×××；×××树，树××雨，雨×××. According to the definition, this is obviously “顶针”. Another example: in 《木兰诗》, there is a sentence: 归来见天子，天子坐明堂。 ---- ***天子，天子***. This is 顶针 too.

因为前一分句句脚字是后一分句句头字，楼外青“山”，“山”外白“云”，“云”外飞天，那么“山”“云”就是这句的顶针

There are many kinds of combined thimble.The combined thimble that you mentioned,we call it字顶针联.It means the last word of the sentence is after the first word.It make the two clause of end to end.

楼**山，山**云，云**外 池**树，树**雨，雨**边 anadiplosis

It might be '顶真'(Anadiplose), I think. Examples[edit] Noust in the grass / grass in the wind / wind on the lark / lark for the sun / Sun through the sea / sea in the heart / heart in its noust / nothing is lost —John Glenday, Noust "For Lycidas is dead, dead ere his prime, Young Lycidas and hath not left his peer." —John Milton, Lycidas "Queeg: 'Aboard my ship, excellent performance is standard. Standard performance is sub-standard. Sub-standard performance is not permitted to exist.'" —Herman Wouk, The Caine Mutiny. "Mine be thy love, and thy love's use their treasure." —Shakespeare, Sonnet 20. "Having power makes [totalitarian leadership] isolated; isolation breeds insecurity; insecurity breeds suspicion and fear; suspicion and fear breed violence." —Zbigniew Brzezinski, The Permanent Purge: Politics in Soviet Totalitarianism "What I present here is what I remember of the letter, and what I remember of the letter I remember verbatim (including that awful French)." —Vladimir Nabokov, Lolita "Fear leads to anger. Anger leads to hate. Hate leads to suffering." —Yoda, Star Wars "The frog was a prince / The prince was a brick / The brick was an egg / The egg was a bird" —Supper's Ready by Genesis https://en.wikipedia.org/wiki/Anadiplosis