Place the new boards in primer oil overnight to saturate the end grain. Then prime them and apply a final coat twice, focusing especially on the end grain, painting until it no longer absorbs. Ensure there is a good air gap of at least 1 cm against the concrete. If the wood must touch, place sill paper there.
Also, check the slope of the concrete stairs with a spirit level or ball bearing. If the water does not drain off the stairs as it should (it should slope about 0.5-1 cm/meter), you can take the opportunity to level the slope with Laga Ute or other concrete filler before replacing the planks. After filling, you can treat with water glass to slightly improve resistance to moisture.