I haven't tried the PDF export, that's one I should try.

I have noticed, however, when exporting .ai specifically, Xara doesn't properly apply masks. To get around this, it's necessary to manually clip objects that are inside the masking object. By clip I mean start using the 'combine shapes->subtract, using the frame to subtract from all the objects inside the frame. I ran into this issue not knowing it was an issue and had to go back and fix about 40 masks.

Just giving a heads up!