How do I enable cross play? Is it on by default on every server?

Cross play is always enabled except for limited designated PlayStation only servers.

Can you opt out of cross play?

No. The only exception is if you're playing on a PlayStation only server.

How exactly does cross play work?

Cross play allows you to play, talk, and trade with other players regardless the platform they're on. Cross play is enabled across all facets of the game.

Is the Auction House and Trading Post also shared across platforms?

Yes.

Does cross play mean progression carries over when playing on another platform?

No, THRONE AND LIBERTY does not support cross progression. Your progress is tied to the platform you're playing on.