I bought game on both PC & PS4, now I buy expansion on both too ?!!

[Felis]

No different from XI at all. I always had to buy both the PC and 360 versions. I would've been surprised if it weren't this way.

How i understand it you only needed the discs for both platform but only 1 key.
So it was only neccessary to buy the game twice if you didn't know anyone who have it already for the other platform to install it.

I didn't know that detail about connecting them on the account. I thought it was just logging on with the existing account

The PSN account get linked to the SE account
After installing ARR on a PS and starting it, it ask you if you want to connect it to an already existing SE account or if you want to connect it to a new SE account. It can then only login to the SE account that is connected to it. To login to another SE account you have to create a new PSN account (and get a new key if it is not yet registered on the other SE account).

I heard ESO for ps4 needed the PS Plus to run and might go partial f2p, but the console versions are all isolated?

Because it also come for Xbox One. Microsoft don't like multiplatform games.