Robert,
You are going to have to bit-the-bullet and spend time on this process. There is no cliff notes version of crossing over your sequences.
Fastest way is the data layer... hands down it will duplicate your exact LOR sequence. But like you said, the sequencing from the layer can't be changed. BUT, you can sequence over the parts you don't want to keep.
John Storms and Andy Harrison have made great videos on this process.
I'm of the mindset that I want to convert and be able to change the data, just like you. I produced the original two-part video last fall on importing via Channel Mapping. Have a look at the new ones I made this year. Specifically this video which shows you how to build a channel map from your existing LOR sequence. It will only work for that specific channel configuration. It is time consuming, but worth it in the end. You can then go through quickly and import all your current sequences that share the same channel configuration. If you have older sequences in LOR with a DIFFERENT channel config, you can update to your most recent, then import those as well.
The result, I can change, copy, paste, move, adjust, and improve the existing sequence. Not only that, it is totally setup for use in Xlights; I'm no longer tied down to any sequences in LOR. Below is the best mapping video I've made. Yes it takes time, but you will finally get the result you truly want from the conversion. Your major investment is TIME.
Finally, be advised. Normal Xlights sequences are much "lighter" than the LOR.lms files. When importing via mapping, there is a side effect to the sequence size. The imported effects work great, but the actual Xlights.fseq file (used for scheduling in xlights or the FPP) will be larger than normal. This is due to the shear number of data that the .lms files carry. There is no problem with the "play" of the sequence, but you will notice a bit longer of a "render" time when viewing the sequence in the preview screen.
https://www.youtube.com/watch?v=pGhjHkyAhe4
If you have time Robert, call me at home. I'm off today and don't work early tomorrow.
Clyde