Hopefully all of this will help you get to where you want to go.
Wow! That was a detailed explanation! Thanks for taking the time to write it out.
The idea of making a group is handy! Your explanation makes me believe that you know all about it!
In the meantime I played around a little bit more and here are some extra remarks that could help fellow musicians who have the same set-up:
> Yes, you can assign an instrument at XS level, and store the song (also on XS). You also can assign the instrument on Ableton level in the characteristics of the clip and store it with the Live Set. In reality I use the mixer on XS to adjust volume and panning, so why not the instrument. It is also possible to store the XS Song on a USB (so also on your PC), so you can put it together with you Live Set in your set folder.
> You suggest to "record" each midi-track in an audio track. I know myself: I will play a very long time with note lengths etc. so I like the midi piano roll. So, who likes that same way of composing; can record all midi-file as one at the end of the production.
> When all tracks end up to be audio, you can easily use the export functionality from Live without doing the resampling (I think, but never tried yet).
But, thanks again for your in-depth explanation, it was very useful!!