On the latest version of Minecraft PlayStation 4 Edition, saving structures using structure blocks and loading it onto another world simply won't work, even if saved to disk. Here are the steps to replicate it.

Step #1: Open up the chat and type in /give @s Structure_Block. Once you are given the structure block, place it anywhere.

Step #2: Place anything inside the bounding box.

Step #3: Rename the structure and save it.

Step #4: Place another structure block.

Step #5: Set mode to load.

Step #6: Type in the name of the structure you saved.

Step #7: By now you should not be able to load the structure in, and if you can, it will load in nothing.