Normally you would export the XML from the Deliver page in Resolve, using the Final Cut Pro X settings. You choose which codec and resolution you want to export, and make sure you look at the Audio tab in the Render page to be sure your audio will be included in the XML. You would render the entire timeline (not individual source clips) and add to the render queue, then render.
I've never tried importing XML into Reaper, as I do my audio work beforehand in other DAWs or directly in Fairlight within Resolve, so don't have any insights on problems with import unfortunately.
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