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from what i understand i need to create a SecurityGroupRuleLocation or something like that.

Yep, here's an example:

const client = new awsx.ec2.SecurityGroup(`client`, { vpc });

const server = new awsx.ec2.SecurityGroup(`server`, { vpc });
awsx.ec2.SecurityGroupRule.ingress("https-access", server,
    { sourceSecurityGroupId: client.id },
    new awsx.ec2.TcpPorts(443),
    "allow https access");

Thanks