Steinberg pro-groups are certain pro-groups used to analyze ordinary Steinberg groups locally in Zariski topology. In this paper we show that Steinberg pro-groups associated with general linear groups, odd unitary groups, and Chevalley groups satisfy a Zariski cosheaf property as crossed pro-modules over the base groups. Also, we prove an analogue of the standard commutator formulae for relative Steinberg groups. As an application, we show that the base groups over localized rings naturally act on the corresponding Steinberg pro-groups.