You presumably are already doing this in a layer performance, but I may be wrong.
Set up your layer the way you normally do, then use the sequencer to address the other channels. The problem, I think, will be that to play the other parts (from the XP's own keyboard) for sequencing, you're going to have to go in and turn your local switch off for the parts you don't want to hear at that time and on for those you are sequencing, i.e., every time you want to change parts, since the synth is in layer mode and will only play the parts set to respond to local.
I'm unsure how your channel assignments work in this setup, but it should be easy enough to find out.
I've never done this, so try to get a second opinion. Heck, call Roland tech support.