Lots of questions, many of them basic. You might first want to have a look at
http://www.rolandus.com/support/support_docs/index.asp?CatID=8&SubCatID=36&ProdID=XP-60 (1) Once you start saving between .mid and .svq and back again, you are losing/adding various parameters not mutually included in the two formats. Pick a format and stay in it, otherwise you'll be having problems. Know also that if you use .mid, some of the Roland-specific sequence parameters won't be available to you.
(2) This is covered in the Roland notes above.
Generally: The easiest ways are (1) to save Song + Sound, but then you can't save as a .mid file, only as .svq; this will save all your patch assignments at the beginning of your sequence, but it generally takes a long time to load the song;
(2) use Bank Select messages (CC 0, CC 32, PG) at the beginning of your sequence in your setup measure to assign (call up) your various patches to the various parts.
Note: You are assigning PATCHES to PARTS, not to TRACKS. You can then assign the various PARTS to specific TRACKS. Big difference. Make sure you understand this concept.
(2)Use Part Volume (in your Performance itself) and then CC 7 (at the beginning of your sequence in the setup measure) to set volume levels for various parts. It's a balancing act. But your Performance has to be saved to save the assignments for part volume, and then your sequence has to be saved to save the controller messages (CC 7) for volume tweaks (you can enter these messages anywhere in a sequence).
Lotsa questions. Read the Roland notes, these suggestions, and then get back to us with specific other questions.
Good luck.