Thanks guys. I see the workaround but to be honest it's a lot of extra tedious routine especially in my workflow when I need to do countless exports from multiple pages after countless scale and position tweaks. I had that false impression it works due to the fact it actually works but only when you could select everything underlying and within the slice shape borders.

Besides I have just found that extra plugins don't work in Xara anymore. Like Filter forge which I use extensively to quickly ad some procedural noise scratches/details to my textures. It's really pity . Xara looks so promising and makes many things so easy over Photoshop.