You'll want to link your PS account to your bungie.net profile, and then when you enable cross save, choose Steam as your primary platform, as that will make your Steam characters active on all linked platforms. As far as buying expansions, if you currently have season passes or the current dungeon key, this will carry over as they're linked to your characters, but for any of the main DLCs, like Beyond Light or Witch Queen, you will need to buy those on PS if you want to access that content.