The PS4/PS5 port of Bully does not allow external save importing without a jailbroken console. Your best bet is to replay the game using a guide to speed-run to Chapter 4 (roughly 2.5 hours of gameplay) rather than risk corrupting your system data.
Most downloaded files are named SGTA.sav (Save Game T–Alpha). If you already have a save in Slot 1, rename the downloaded file to SGTB.sav (Slot 2) to avoid overwriting your original progress. bully chapter 4 save file