You are correct Zeropoint, this is now an older bug which has been around for sometime. Both this and ‘Defeat the Mummy of the Ring’ both currently cannot be completed. I have actually done a very comprehensive round of testing on this and reported it myself quite recently (please see link below). Like yourself I am an Offline Singleplayer, so I have access to the Admin Panel. Unfortunately like yourself I was just not able to get this Journey Step to log as completed. I was also sure to go to ‘Non’ on the map. I even used the Admin Panel to fly right above and below the map in the general area just incase, and tried climbing and standing on the Cross itself, but it does not help. The location will simply not appear on the map. Although I did find this interesting sight below the map. My guess is that it is simply a blank character awaiting creation. Although it could be some bug intertwined with the issue.
Another thing which I should tell you Zeropoint, is that there may or may not be a second location beyond the Cursed Wall we need to visit in order to trigger this Step. I cannot confirm this, as the claim has only been made by a few people, and the most detailed account was provided by a member who has now long moved on from Conan Exiles now. Where is this you ask? Well just as our Intro/Character Creation cutscene takes place at a particular location on the map, so does the games ending. By this I mean the physical location of the Ending sequence plays out after we complete Chapter 10: Step 10 to remove the Bracelet and ‘Escape the Exiled Lands’. Some members have claimed the Step will log after visiting this location. Unfortunately the area of the Cursed Wall seems to be much wider/denser than usual there, and I cannot seem to get inside it even with the aid of the Admin Panel. Another user who likes to re-roll a lot previously sent me an image of where it is on the map. I will try to find it, but for now it was somewhere around this area.
Zeropoint I am something of a completionist. And I personally view the Journey Steps as the closest thing we have to a main questline in Conan Exiles, and therefore see it as important that ALL Journey Steps in the game are in working order. Dont worry friend, I am going to keep repectfully, politely and courteously poking them on this issue until we have it resolved.
On that note, @Hugo could you please possibly give our devs another poke regarding this issue when they resume work…? So many people have come foward with this issue now, and it has persisted for a very long time…
@Zeropoint here was my aforementioned testing thread: