Gears of War: E-Day: cross-buy and cross-save
Buying on Xbox or the Microsoft Store covers both. The Steam version is the unclear case.
Does Gears of War: E-Day have cross-buy?
Partly
Xbox console and Windows PC share one purchase through Xbox Play Anywhere. Whether a Steam copy counts is not stated.
Does Gears of War: E-Day have cross-save?
Partly
Xbox's page ties shared progression to Play Anywhere. It does not say what a Steam copy shares.
Source
play on XBOX console and PC for no additional cost.
Limits of this entry
No PS5 version appears on Xbox's page. I did not find a PlayStation source either way. The Steam question matters if you play on a handheld PC.