Crossover and Fusion are similar in terms of meaning, both meaning blending and fusion. In terms of music style, crossover remains more literal, emphasizing the fusion of two styles. Disco and punk can cross over, Techno and jazz can cross over, psychedelia and world music can also cross over. But Fusion clearly describes a specific music style that combines Jazz and Rock.
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And in In actual use, fusion is already a name for a specific music style as mentioned in the previous answer. Crossover mainly refers to the crossover development of non-pop artists into pop music, such as classical crossover (Bocelli) and country crossover (Taylor Swift), as well as the crossover from Latin (Spanish) pop music to English pop music. (Shakira).
The various combined naming styles in music genres, such as rap metal and funk rock, may be more close to the meaning of "fusion", but usually the modified latter in the name is the main body. The former is an introduced feature. And crossover thrash actually means the same thing, it's actually hardcore punk+thrash. As long as you understand these meanings, the literal difference between fusion and crossover is not important.