is It possible to add people from Xbox or PlayStation to your friends list on stadia to join a game with them or is there no such feature yet?
I think doesn't exist any option yet. Do you mean for games that support cross-saving?
This depends on the game developpers. I think at the moment only one of the PUBG games offers cross/play.
Both Pubg and The Division 2 have cross-play. The Division 2 only has cross-play with PC though.