(Make sure to start the game & save once on Steam Deck.)

Copy your gamesave from PC @ Documents/MyGames/OblivionRemastered/Saved/SavedGames

https://www.youtube.com/watch?v=bcSF25pTBnc&t=35s (this guy explains all that.)
Paste the Game save on USB device and plug into Steam Deck

SteamDB App Id = 2623190
You have to then locate game save file you created on deck.
https://www.youtube.com/watch?v=AG0I7lsGyUs (this is the basic way.)

Stop here and hit the Steamapps tab. then follow path
/steamapps/compact data/2623190/pfx/drive/user/mydocuments/mygames/oblivionremastered/saved/savedgames

Paste your steam pc savefile here (from usb)
Start game and load file.

https://www.easeus.com/computer-instruction/steam-deck-save-file-location.html#:~:text=While%20this%20software%20saves%20the,games%2C%20just%20like%20a%20registry.

this site should also help.