Say for example I buy and play Red Dead Redemption 2 on Stadia for a few months. However, after those few months I buy Red Dead Redemption 2 on Steam or something. Can I transfer my RDR2 game data from Stadia to Steam?
No, you cannot cross-save in RDR2. Currently, Rockstar does not permit cross-save or cross-play for RDR2; including RD online. (As far as I know)
Bungie does permit cross-save for Destiny 2. So you can play on the same account across different platforms including Stadia. I don't know about other games though.
Hope this helps!