You run the risk of potentially losing your save files, so we strongly recommend that you make a backup copy of your save games.
Your save data can be transferred between the Steam and Epic PC platforms, but the save files will have to be moved manually. Save files are located in your local 'Documents\My Games\Borderlands 3\Saved\SaveGames\' folder, with each Steam or Epic account having its own unique identification label (a long string of numbers and letters).