The First Minister has told the PM that the £20bn would be better spent in Scotland and Northern Ireland.
The bodies of Giselle Marimon-Herrera, her daughter Allison and partner Russell Steele were found last year.
A bomb found attached to a heavy goods vehicle could have been destined for an Irish Sea ferry crossing to Scotland.
A large police presence was in place for the Glasgow event, which was organised by West of Scotland Band Alliance.
The Welsh Assembly joined Holyrood and Stormont in formally refusing consent to the Bill.
Boris Johnson raised the possibility of building a bridge last month, saying it was a very interesting idea.