You can just export all the highpoly, and then the lowpoly as 1 piece but when u make the normalmap there is gonna be overlapping everywhere most likely (in corners and stuff), unless you create a cage. In this case cage wasn’t necessary but I had to do several sessions in Xnormal, to keep it clean.
They were: Body+bodyarmor, Sword, Boots, Left Arm Armor, Right arm armor, hand.
So for example for the body+armor I exported the skin, torso armor, thigh armor, etc. and import in xNormal into “highpoly” with default settings. Lowpoly was just the detached part that involving the body. That’s one piece. So I import that into “low poly” in xNormal with the “Smooth Normals” activated and no cage, because if you think about it, the rays coming out of the body will never intersect itself so no limitation is required in that part.
I always try to detach my elements so I don’t have to work on a cage, although if you need cage, you can just duplicate your lowpoly and move that duplicate so it wraps around your highpoly without intersection, and use it as cage for xNormal.
Apart from that it was all about quality settings which they are relative to each model. Worked for me.
Hope it makes sense!