Andi,
I've been reading and trying to get a handle on when/how to use Xfading inside Finale. I have the Standard SE/SE+ combo so I think I have the patches to take advantage of velocity Xfading if I understand it correctly. Anyway I found this post to a Sibelius user and wondered if the advice you gave applies to finale:
If you want to switch between Vel Xfade (controlled by CC11) and normal Velocity controlled dynamics with Sibelius(Finale), I recommend the follwong settings on the Perform/Map Control page.
Expression: None (in order to avoid double dynamics)
Vel.xfade On/Off: Any free controller (I use CC12 in the following example)
Velocity crossfader: CC11
In Sibelius (Finale) just insert one of the following MIDI commands (as Technique (Expression) Text) to switch between Vel Xfade on and off:
~C12,0 (turns Vel Xfade off)
~C12,127 (turns Vel Xfade on)
When Velocity Xfade is turned off, velocity commands from Sibelius (Finale) will control the dynamics. When it's turned on the velocity values will go nowhere, but Sibelius (Finale) sends CC11 values simultaniously and they will control your dynamics.