We are doing a split stay where we’ staying at CBR on our arrival day and then transferring to WL. Our magic bands only seem to be linked to our WL stay. I tried to link our MBs to the CBR reservation but was unable to. Is this something i should call Disney about? Thanks!
You should get two sets of magic bands. However you do not need two sets.
Nothing is stored on the bands. They simply access your MDE account. Any active band will access both rooms, your tickets, FPs, ADRs.
You don’t need to do anything. 
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Why do you think they are linked to one stay and not the other?