Tried to link my Epic Games acc and Xbox account to cross play multiple times to no avail... (PC)

So, I started off making an xbox account. It was under my outlook. It has a gamertag and profile. I then made an epic games account, under my gmail. I then tried to link my epic games and xbox account, but when I do through the website it gives me the message :"This Live account does not have an Xbox profile associated with it". I press log in to xbox live, It then redirects me to the xbox/microsoft home page, with my account already signed in. So I thought the problem was because I made the epic games account under my gmail and not my outlook.

So I proceed to make an outlook, and then try to link the accounts, but get the same error. It is extremely frustrating because I have been trying to fix it for so long with no avail and nobody else seems to have the same problem. Can someone help me with this?