How do i connect my xbox account to my steam account?

This is confusing as hell, i preordered siege way back in the day, played the beta and all, and ive been playing it on xbox ever since.

I built a pc a while ago, realised i had to buy the game on pc again sadly, so i bought it on steam for like £20, but opening logging in, its a different account, this led me to believe cross progression wasn't in the game yet.

I researched into the issue, and then logged into my xbox account on ubisoft connect, and bought the game AGAIN, but whenever i launch in, it prompts me to log back into my other account because it says i dont own it.

i swear between here and there, i bought the game again on a different platform because ive lost the plot. I just want to play the game on one account, maybe it's xbox game pass screwing it up? i don't know.