Hi there,
If you haven't yet, please review our [url=https://help.bungie.net/hc/en-us/articles/360049498031-Destiny-2-Cross-Save-Guide]Cross Save Guide[/url] to ensure Cross Save is being set up correctly.
If the issue continues, please let us know whether the "loading Cross Save data" message appears in-game or on the website when trying to take a specific action.
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I have reviewed the guide and followed its steps to the best of my ability, the message shows up within the Website and has been when I attempted it for the past few years. Attempted it across multiple browsers, devices, both on site and within the companion app. Different phones, 3 different computers and even on the browser inside a Quest 3. It is still stuck on "Loading Cross Save Data" unfortunately.
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It seems it's been a while since you've logged in on each account. Please try launching Destiny 2 on PlayStation through the linked PSN account, and on Steam through the linked Steam account. Let us know if you're still having trouble after trying this out.