I don't know if it's a bug or something intended, but I can't find belts for the crossbow. I've even enabled cheats to travel through every city and see if any weaponsmith has belts. How to obtain them?
you mean bolt?
I can find them in game.
or just attack those troops who use crossbow :)
Most likely Lannisport I think
All of the Westerland towns have them, Duskendale, King's Landing, Lannisport, Stoney Sept and Kayce. You can also loot them from their troops.