I have tested this numerous times since the Bedrock version of minecraft came to PS4, i can get structure blocks to save just fine, but only for use in that specific world, the save to disk function seems to be broken, if i go to a different world and type in my build such as ShipA, it will list it as mystructure:ShipA or whatever exact text happens to be, but the load button will be greyed out and inaccessible but does flash white a split second if you enter virtual keyboard and exit. 

an earlier test today actually had the bounding box of my build from the other world but nothing within and it didnt even appear in the UI. i am pretty sure this is not intended as both Java (i used to do it on 1.6 years ago) and bedrock (as far as i know) PC versions have this ability functioning because they can save to disk and then be loaded in a different world.

Steps to reproduce:
1:get a structure block using the /Give command
2: set up the bounding box around a structure
3: save the file to disk/hdd
4: place the structure in the world you copied to see it works.
5: go to a different world, and try to load the structure from hdd
6:the structure name is listed but cannot be imported or used across worlds.

the observed result:
is that i cant use structures i save to HDD in any other world than the one i copied it from.
The expected result:
when you save a structure to HDD and then go to a different world, you should then be able to load that structure in from the HDD