COVID-19 GWAS: what is a cross-replicating association?

Replication in GWAS is an analytical term, approximating to 'robustness'. It is not biological phenomenon of a genome replicating. What the authors are saying is these genes associate with an allelic variant(s) which correlate with the disease phenotypic of COVID-19.

Three of those genes are very interesting indeed notably CCR9, CXCR6 and XCR1, because these are chemokine receptors. The later for example is associated with regulating between the innate and adaptive (CD8+, i.e. cytotoxic T-cell) immune responses (described in the image below). The innate/adaptive interface is an extremely trendy area in immunology.

The authors are implying the immunological signalling associated with one or more of these chemokines is fundamental to combating COVID-19 infection. 'Replication' is simply the GWA geek for 'its real'.