Just want to update this and let people know it's sorted, and how to do it in case anyone runs in to the same issue.
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As you are aware, your PSN account is currently connected with a "nameless" Epic account. Please note that a "nameless" account is an Epic account that doesn't have any email address associated to it. This is the reason why you aren't able to connect your PSN account with your main Epic account.
The first thing we will need to do is to promote your "nameless" Epic account into a "full-fledged" one. Here's how:
Note: You will need to register with an email address and display name that is not already in use on an existing Epic account.
Once you've promoted the "nameless" Epic account into a "full-fledged" one, you should be able to disconnect your PSN account from this newly promoted account, and then re-connect it with your desired Epic account.