So to your first question:
My question is will xlight import the embedded sequences it finds in my main lms file or do I have to bring in each file and do some sort of combining in xlights?
No, we never coded for lms files that call other lms files.
You are the first person who I know has used this LOR feature to chain lms files together inside of LORS3
I would suggest that you open each file, make a LOR clipboard out of them.
Now create a new sequence where you paste the 6 clipboards into one LMS file.
Rememebr do NOT include any of the RGB channels that nutcracker will create. maybe channel count is small enough that you can build the one lms.
sorry, we never coded for chained lms files.
sean