Hey there. There is no way to move or transfer anything from one account to another.
Your characters are PSN ones and will always be on PSN. They are just being shared to XBox via cross-save. That is why your XBox shows as not having any characters, the characters you see on XBox are the PSN ones, there are no characters on the actual XBox Live account. Cancelling cross-save will make your characters PSN-only and leave you with a blank account on XBox. The only way to make XBox Live the master, active account, would be to start fresh on it.
If you've still got your name change allowance, but it is not accepting it, it could just be tripping the word filter somehow. I doubt it is anything to do with your cross-save setup.
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Thanks for the fast response. That’s clear now. Not sure I fancy starting again tho! When I go and try and name change it just states none available. Is there a limit! I don’t recall changing it before. It was just auto assigned when I set the cross play up. Cheers