Hey!
I have SD1...but I think it's almost the same.
Well, if you made any changes in X1, like patches ,effect...so on, directly in your GM editor, then you'll have some sysex messages in the head of the midifile that gives all the information about patches,effects,volumes...
If you import that midifile in Cakewalk, you cant change anything because the sysex "block" any other sendings from cakewalk to X1.But, like I'm doing, I erase all sysex from the midifile, put a new reset sysex and start everything from scrap.I ment put the pacthes,volume,pan..efects in each track in Cakewalk.Export than to X1, should be ok.
Remember if you make any changings in X1...will be the same situation.So...make everything in Cakewalk...listen again and again and if you feel like tunning something, writing on a paper and use Cakewalk again.