OK. I have the magazine in my gun now. Simply move the magazine from the inventory slot to the weapon's magazine slot by holding down "cross". This is how the weapon and magazine combination works. Please change it again or let everyone know.

I now get the magazine loaded if I hold "circle" pressed and I hold down "triangle" as soon as the inventory disappears while I keep pressing "circle". But I can't get the magazine into the gun like that. This combination only unloads the weapon.

This also happens to me on the PS5.