I have a piping system where I have to model a Cross (ie allowing fluid to flow in four directions). What I believe is the obvious thing to do would be to model two tees in opposite directions. My question would then be: how would the SIF issues be addressed?
Can any one help me on this?

A cross is not a "code" fitting. Therefore the piping codes do not offer any guidance on the SIF for this fitting. Therefore CAESAR II won't calculate an SIF and the software will warn you that it is using a 1.0 for the SIF value.

Here are two options:
1) Ask the vendor you purchase the cross from if they have performed any testing on this fitting and can provide you with the SIF values for stress analysis.

2) Model the fitting in an FEA package and compute the SIF numerically.

Anything else you do will be an assumption (guess) on your part, and hard to justify if there are problems with the system after it is in operation.