In British English this would be "We step from the pavement onto the zebra crossing" (or pedestrian crossing, though that would probably mean a crossing with traffic lights, not a zebra crossing)
And in Australia it's a footpath! (It's still a zebra crossing)
pedestrian crossing should be accepted especially because it is given as a hint
Zebra crossing and pavement are perfectly good English alternatives for sidewalk and crosswalk.
They are the correct british English uses, sidealk and crosswalk are not used in the UK. This sentence was like translating across 3 languages for a Brit!
"We step onto the crosswalk from the sidewalk" not accepted?
In the USA "zebra crossing" would get you perplexed looks.
My answer: From the sidewalk we step onto the crosswalk. It was not accepted. It should be. What is wrong with it?