Learn Hardcore German: An der Kreuzung überqueren Sie den Zebrastreifen. - At the intersection, cross the crosswalk.

Yes. It’s the formal imperative. With Sie, the imperative is formed by placing the verb before Sie (e.g., Überqueren Sie …). Because the sentence starts with a fronted place phrase (An der Kreuzung), the finite verb still comes in second position: An der Kreuzung überqueren Sie …. Formally, this string could also be a statement; the imperative meaning comes from context (navigation/instructions) and intonation.

Why is it An der Kreuzung (dative) and not an die Kreuzung (accusative)?

An is a two-way preposition:

Use dative for location (where?): an der Kreuzung = at the intersection.
Use accusative for direction (to where?): an die Kreuzung = to the intersection.

Here we’re saying where the crossing happens, so dative is correct.

Why is it den Zebrastreifen and not dem Zebrastreifen?

Because überqueren is a transitive verb that takes a direct object in the accusative. Zebrastreifen is masculine: nominative der, accusative den. So: den Zebrastreifen. Using dem would be dative and ungrammatical here.

Could I also say Gehen Sie über den Zebrastreifen or Überqueren Sie die Straße am Zebrastreifen?

Yes, both are idiomatic:

Gehen Sie über den Zebrastreifen. (slightly less formal, very common)
Überqueren Sie die Straße am Zebrastreifen. (explicitly mentions the street; am = an dem, masculine dative)

All three convey the same instruction; überqueren sounds a bit more formal/precise.

What’s the word order rule here?

German main clauses are verb-second (V2). The fronted phrase An der Kreuzung occupies the first slot; the finite verb überqueren is second; the subject Sie follows. Variants are possible for emphasis:

Sie überqueren den Zebrastreifen an der Kreuzung.
Überqueren Sie den Zebrastreifen an der Kreuzung.
Den Zebrastreifen überqueren Sie an der Kreuzung.

Why not am Kreuzung?

Am is the contraction of an dem (masculine or neuter dative). Kreuzung is feminine, so you must use an der, not am. Compare:

an der Kreuzung (correct)
am Bahnhof (correct, because Bahnhof is masculine)

What are the genders and plurals?

die Kreuzung (feminine), plural die Kreuzungen
der Zebrastreifen (masculine), plural die Zebrastreifen

Pronunciation tips?

Kreuzung: eu = “oy” (like English “boy”): [KROY-tsung]; -ung has a nasal “ng”.
überqueren: ü is a fronted “u” (shape lips for “u”, say “ee”); stress is on -queren: [ue-ber-KVEH-ren].
Zebrastreifen: Z = “ts”; ei = “eye”; initial Str- is pronounced “shtr-” in standard German: [TSEH-bra-SHTRY-fen].

Should there be a comma after An der Kreuzung?

No. In German you generally do not put a comma after a simple fronted adverbial or prepositional phrase. So: An der Kreuzung überqueren Sie … (no comma).

Why an and not bei (bei der Kreuzung)?

an der Kreuzung = at the intersection (right there, at the point of crossing).
bei der Kreuzung = near/by the intersection (in the vicinity).
For navigation, an der Kreuzung is the usual choice.

Is überqueren separable? What about its past forms?

Überqueren here has an inseparable prefix (über- is unstressed), so it does not separate. Its past participle has no ge-: (hat) überquert.
Examples: Ich habe den Zebrastreifen überquert. Simple past (rarer in speech): Ich überquerte den Zebrastreifen.

How would I say this with du or ihr?

du (singular informal): Überquere an der Kreuzung den Zebrastreifen.
Colloquially, you can drop the final -e: Überquer an der Kreuzung … (less common with this verb). Everyday speech often prefers: Geh an der Kreuzung über den Zebrastreifen.
ihr (plural informal): Überquert an der Kreuzung den Zebrastreifen.

Isn’t “cross the crosswalk” odd? Shouldn’t it be “cross the street at the crosswalk”?

In German, both are fine:

den Zebrastreifen überqueren (literally “cross the crosswalk”) is idiomatic.
die Straße am Zebrastreifen überqueren (cross the street at the crosswalk) is also common.
So the given sentence is perfectly natural.

Where can I put bitte?

All of these are fine (slight shifts in tone/emphasis):

Bitte überqueren Sie an der Kreuzung den Zebrastreifen.
Überqueren Sie bitte an der Kreuzung den Zebrastreifen.
Überqueren Sie an der Kreuzung bitte den Zebrastreifen.

Could Sie mean “they” here?

Formally, yes—the form Sie/sie überqueren matches both “you (formal)” and “they.” At a sentence start, capitalization doesn’t help. Context does: in directions and instructions, Sie is understood as formal “you,” and the structure (verb before Sie) signals a command rather than a statement about “they.”