Many interdependent, real-world infrastructures involve interconnections between different communities or cities. Here we show how the effects of such interconnections can be described as an external field for interdependent networks experiencing a first-order percolation transition. We find that the critical exponents γ and δ, related to the external field, can also be defined for first-order transitions but that they have different values than those found for second-order transitions. Surprisingly, we find that both sets of different exponents (for first and second order) can even be found within a single model of interdependent networks, depending on the dependency coupling strength. Nevertheless, in both cases both sets satisfy Widom's identity, δ-1=γ/β, which further supports the validity of their definitions. Furthermore, we find that both Erdős-Rényi and scale-free networks have the same values of the exponents in the first-order regime, implying that these models are in the same universality class. In addition, we find that in k-core percolation the values of the critical exponents related to the field are the same as for interdependent networks, suggesting that these systems also belong to the same universality class.