Crossing the Red Sea comes from the Old Testament Bible where God parted the Red Sea so that the Israelites can escape the Pharaoh’s army.
As an idiom it can refer to the providence of God during difficult times.
Example: When my son was near to death due to Pancreatitis, I to my surprise experienced crossing the Dead Sea.
The provision of Grace and Mercy of God is crossing the Red Sea.
When there were debts in the family, grandfather’s timely help was crossing the Red Sea.