What is carried from Xbox to Steam and what is not?

I’ve been playing on game pass for some time, and I’m thinking of buying the game on Steam. I’ve heard that some things like campaign progress are not migrated after jumping to a new platform, but what exactly is and what is not? If I understand correctly you got to link your xbox account anyway? Do my nickname and stats stay?

Ok. So basically nothing but Steam achievements are transfered - no masteries, no ELO, no unlocked avatars nor banner elements and a new nickname.