That 64 Warlock is what should be showing. Cross-save and the Steam transfer are two different things. The only characters that will appear for transfer to Steam are your battle.net characters, as that's the only purpose of the transfer - to move your battle.net account to Steam. Once the transfer happens, your cross-save settings will override your Steam account, like they currently override your battle.net account, and you will continue playing with your PS4 characters.