The ubiquity of social media platforms facilitates malicious linguistic steganography, posing significant security risks. Steganalysis is profoundly hindered by the challenge of identifying subtle cognitive inconsistencies arising from textual fragmentation and complex dialogue structures, and the difficulty in achieving robust aggregation of multi-dimensional weak signals, especially given extreme steganographic sparsity and sophisticated steganography. These core detection difficulties are compounded by significant data imbalance. This paper introduces GSDFuse, a novel method designed to systematically overcome these obstacles. GSDFuse employs a holistic approach, synergistically integrating hierarchical multi-modal feature engineering to capture diverse signals, strategic data augmentation to address sparsity, adaptive evidence fusion to intelligently aggregate weak signals, and discriminative embedding learning to enhance sensitivity to subtle inconsistencies. Experiments on social media datasets demonstrate GSDFuse's state-of-the-art (SOTA) performance in identifying sophisticated steganography within complex dialogue environments. The source code for GSDFuse is available at https://github.com/NebulaEmmaZh/GSDFuse.