Cross-chain
Cross-chain describes moving value between different blockchains, often through an intermediate service that forms a bridge. Because the route then runs across multiple networks, it is less straightforward to follow in one go. Whether this is done on purpose cannot be read from the step itself.
What it may indicate
A route that jumps from one blockchain to another can be an indication that someone wants to make following harder, but it need not be so. Sometimes it is simply practical use. What it really is only emerges from investigation across the networks.
What does cross-chain mean?
Moving value between different blockchains, often through a bridge service. The route then runs across multiple networks.
Does cross-chain make tracing impossible?
Not impossible, but harder. Following the route requires investigation across multiple blockchains; what it means emerges from that wider picture.