From what I learned in my research before getting my x-pipe, it should be mounted as close to the engine as possible, to help the flow of exhaust gases out of the cylinder. I believe it increases the "scavenger effect" and pulls air out which makes it easier to get new air in.

 

Final update (I think!)

I had an H-pipe installed a couple of weeks ago, in place of the central muffler (so not far downstream from the cats) but I left the resonators in place.
Then a week ago we tried the XKR-S tune again and it seems to have worked this time, going by the "bum-dyno". Stronger throttle response down low and surprisingly more SC noise and a deeper exhaust note.
Went for the final dyno run this morning.
Good news and bad.
Good - no less power than the pre-tune baseline run four months ago
Good - significantly more torque low down, translates to more power low down, backs up the "bum-dyno" feel.
Bad - no more power than the pre-tune baseline run four months ago, pretty much identical
Bad - AFRs still running a fair bit low (rich) over 4,100 revs, substantially lower than the baseline run
Good - still room for improvement if only we can figure out a way to reduce the fuel trims and increase the AFRs a bit, at least back to where they were pre-tune.

Dyno charts, self explanatory (other than blue lines = pre-tune baseline run four months ago, red lines = today's run):