OldFatGuy: I always wondered about saves from gog versions of a game working on the Steam version.
It really depends on the game. Most saves are fully compatible, there just is no reason to have two different formats. Most modern Steam games even use the Windows standard directories for user data unlike in the early years when the data was stored inside the Steam userprofile directory.
However ... some modern games encode their savegames like it's done on consoles. One can't transfer PS4 savegames from one account to another. You see that very often in PC ports of playstation games.
Also while they may still use the user home as base, they will create a subdirectory for the profile with the game user ID (usually a long number).
The problem that can occur is that Steam, GOG and Epic don't use the same User-ID.
So you a) can have two different locations and b) it coult be that the data is encrypted using different IDs.
It gets even more curious: When Spider-man is launched through the Epic-Launcher, the launcher provides an ID.
When you start it directly through the .exe it gets another.
Same for Death Stranding. It can be played offline (not recommended, you miss out then), but the savegames can't be exchanged for the online savegames which are created when the game gets the ID from the launcher.