You don't mention what version of ChangeIt you use. Mine is a 2.0 version and I experience no problems with SysEx dumps.
One othe point to remember. Many hardware synths (including this one) have a tendency to work at best only when directly connected to the soundcard's MIDI In port. So if you use another hardware instrument (synth/sequencer etc) that stands between the connection line of XP-30 and your PC, then this could cause some communication problems. I agree with alower that ChangeIt is the best editor for this synth.
Just remembered another thing that I experienced when using ChangeIt. When you press a key (either frrom your synth or from the virtual keyboard) the sound that comes from the synth has a strange flanged like hint - this is the same feel when you have Local turned on in a looped setup. The reason for this is that ChangeIt actually triggers the same note by itself twice, so it sounds like you have a bad sounding patch but it's not really happening!
Hope this helps. Cheers!
------------------
Unicorn
_________________________
Unicorn